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 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 992'381 | 250'000 | 992 CHF | 2'500 CHF | 99.36% | 99.36% |
20.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 994'778 | 250'000 | 995 CHF | 2'500 CHF | 99.38% | 99.38% |
19.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 99.29% | 99.29% |
18.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 99.28% | 99.28% |
15.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 995'320 | 250'000 | 995 CHF | 2'500 CHF | 99.39% | 99.39% |
14.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 996'075 | 250'000 | 996 CHF | 2'500 CHF | 99.36% | 99.36% |
13.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 996'253 | 250'000 | 996 CHF | 2'500 CHF | 99.36% | 99.36% |
12.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 989'800 | 250'000 | 990 CHF | 2'500 CHF | 99.06% | 99.06% |
11.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 99.26% | 99.26% |
08.11.2024 | 132.54% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'300 | 250'000 | 2'923 CHF | 3'312 CHF | 99.38% | 99.38% |