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 | 98.92% | 98.92% |
19.11.2024 | 166.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 89.09% | 89.09% |
18.11.2024 | 166.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001 CHF | 5'501 CHF | 97.12% | 97.12% |
15.11.2024 | 164.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'091 CHF | 5'545 CHF | 91.06% | 91.06% |
14.11.2024 | 163.76% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'122 CHF | 5'561 CHF | 98.97% | 98.97% |
13.11.2024 | 158.88% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'327 CHF | 5'664 CHF | 98.70% | 98.70% |
12.11.2024 | 143.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'995 CHF | 5'997 CHF | 99.29% | 99.29% |
11.11.2024 | 114.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'840 CHF | 6'920 CHF | 99.34% | 99.34% |
08.11.2024 | 101.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'901 CHF | 7'450 CHF | 98.12% | 98.12% |
07.11.2024 | 62.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'147 CHF | 10'573 CHF | 98.67% | 98.67% |