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 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 CHF | 2'500 CHF | 100.00% | 100.00% |
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 | 99.86% | 99.86% |
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 | 99.92% | 99.92% |
15.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 994'083 | 250'000 | 994 CHF | 2'500 CHF | 97.94% | 97.94% |
14.11.2024 | 104.43% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'720 CHF | 3'750 CHF | 98.40% | 98.40% |
13.11.2024 | 104.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 989'367 | 250'000 | 4'658 CHF | 3'750 CHF | 97.84% | 97.84% |
12.11.2024 | 62.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 970'527 | 250'000 | 11'407 CHF | 5'442 CHF | 91.55% | 91.55% |
11.11.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.90% | 99.90% |
08.11.2024 | 66.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'195 CHF | 5'049 CHF | 99.80% | 99.80% |
07.11.2024 | 53.59% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'055 | 250'000 | 13'823 CHF | 5'981 CHF | 99.46% | 99.46% |