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 | 164.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'106 CHF | 5'553 CHF | 99.35% | 99.35% |
19.11.2024 | 165.08% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'074 CHF | 5'537 CHF | 96.29% | 96.29% |
18.11.2024 | 166.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017 CHF | 5'508 CHF | 94.10% | 94.10% |
15.11.2024 | 139.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'282 CHF | 6'141 CHF | 91.54% | 91.54% |
14.11.2024 | 122.11% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'279 CHF | 6'640 CHF | 94.72% | 94.72% |
13.11.2024 | 128.44% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'996 | 2'809 CHF | 6'405 CHF | 83.40% | 83.40% |
12.11.2024 | 72.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'184 CHF | 9'592 CHF | 91.92% | 91.92% |
11.11.2024 | 53.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'825 CHF | 11'912 CHF | 82.32% | 82.32% |
08.11.2024 | 59.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'809 CHF | 10'905 CHF | 89.17% | 89.17% |
07.11.2024 | 60.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'706 CHF | 10'853 CHF | 80.43% | 80.43% |