Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.46% | 99.46% |
19.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.66% | 96.66% |
18.11.2024 | 145.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'913 CHF | 5'957 CHF | 97.74% | 97.74% |
15.11.2024 | 93.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'776 CHF | 7'888 CHF | 96.38% | 96.38% |
14.11.2024 | 91.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'047 CHF | 8'023 CHF | 99.41% | 99.41% |
13.11.2024 | 79.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'590 CHF | 8'795 CHF | 99.06% | 99.06% |
12.11.2024 | 58.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'019 CHF | 11'010 CHF | 99.25% | 99.25% |
11.11.2024 | 74.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'968 CHF | 9'484 CHF | 99.37% | 99.37% |
08.11.2024 | 93.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'957 CHF | 7'978 CHF | 99.35% | 99.35% |
07.11.2024 | 89.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'158 CHF | 8'079 CHF | 98.68% | 98.68% |