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 | 993'991 | 250'000 | 994 CHF | 2'500 CHF | 99.38% | 99.38% |
19.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 996'129 | 250'000 | 996 CHF | 2'500 CHF | 98.59% | 98.59% |
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 | 99.25% | 99.25% |
15.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 994'624 | 250'000 | 995 CHF | 2'500 CHF | 99.38% | 99.38% |
14.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 995'298 | 250'000 | 995 CHF | 2'500 CHF | 99.33% | 99.33% |
13.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 995'233 | 250'000 | 995 CHF | 2'500 CHF | 99.39% | 99.39% |
12.11.2024 | 162.08% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 988'276 | 250'000 | 1'086 CHF | 2'541 CHF | 99.07% | 99.07% |
11.11.2024 | 156.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 979'943 | 250'000 | 1'376 CHF | 2'678 CHF | 83.53% | 83.53% |
08.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 992'584 | 250'000 | 993 CHF | 2'500 CHF | 99.39% | 99.39% |
07.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 995'461 | 250'000 | 995 CHF | 2'500 CHF | 99.26% | 99.26% |