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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 142.40% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 432'246 | 432'246 | 1'332 CHF | 8'671 CHF | 96.83% | 96.83% |
25.11.2024 | 145.47% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 423'493 | 423'493 | 1'523 CHF | 8'513 CHF | 99.15% | 99.15% |
22.11.2024 | 160.53% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 434'895 | 434'895 | 1'090 CHF | 8'713 CHF | 100.00% | 100.00% |
20.11.2024 | 155.71% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 434'913 | 434'913 | 1'114 CHF | 8'717 CHF | 99.89% | 99.89% |
19.11.2024 | 133.91% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 419'563 | 419'563 | 1'667 CHF | 8'405 CHF | 99.95% | 99.95% |
18.11.2024 | 133.73% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 407'662 | 407'662 | 1'631 CHF | 8'167 CHF | 99.78% | 99.89% |
15.11.2024 | 113.77% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 424'550 | 424'550 | 2'144 CHF | 8'511 CHF | 100.00% | 100.00% |
14.11.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 415'695 | 415'695 | 2'494 CHF | 8'341 CHF | 99.76% | 99.76% |
13.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 427'369 | 427'369 | 1'709 CHF | 8'579 CHF | 100.00% | 100.00% |
12.11.2024 | 131.10% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 418'591 | 418'591 | 1'723 CHF | 8'401 CHF | 99.95% | 99.95% |