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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 158.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'463 CHF | 5'731 CHF | 99.27% | 99.27% |
20.11.2024 | 166.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'019 CHF | 5'509 CHF | 99.08% | 99.08% |
19.11.2024 | 146.30% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'916 CHF | 5'958 CHF | 88.38% | 88.38% |
18.11.2024 | 166.43% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011 CHF | 5'506 CHF | 97.35% | 97.35% |
15.11.2024 | 166.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007 CHF | 5'504 CHF | 90.21% | 90.21% |
14.11.2024 | 55.55% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'259 CHF | 11'630 CHF | 99.00% | 99.00% |
13.11.2024 | 139.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'844 CHF | 6'422 CHF | 98.69% | 98.69% |
12.11.2024 | 118.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'538 CHF | 6'769 CHF | 99.32% | 99.32% |
11.11.2024 | 88.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'418 CHF | 8'209 CHF | 99.34% | 99.34% |
08.11.2024 | 88.40% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'530 CHF | 8'265 CHF | 98.18% | 98.18% |