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 | 104.92% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'689 CHF | 3'750 CHF | 99.83% | 99.83% |
19.11.2024 | 139.60% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'509 CHF | 3'079 CHF | 99.82% | 99.82% |
18.11.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
15.11.2024 | 89.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'579 CHF | 4'145 CHF | 100.00% | 100.00% |
14.11.2024 | 93.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'941 CHF | 3'985 CHF | 100.00% | 100.00% |
13.11.2024 | 100.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'994 CHF | 3'750 CHF | 99.97% | 99.97% |
12.11.2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'025 CHF | 5'006 CHF | 100.00% | 100.00% |
11.11.2024 | 51.11% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'667 CHF | 6'167 CHF | 99.77% | 99.77% |
08.11.2024 | 66.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'044 CHF | 5'011 CHF | 100.00% | 100.00% |
07.11.2024 | 53.52% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'943 CHF | 5'986 CHF | 99.70% | 99.70% |