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 | 99.97% | 99.97% |
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 | 99.84% | 99.84% |
18.11.2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 993'085 | 250'000 | 993 CHF | 2'500 CHF | 99.88% | 99.88% |
15.11.2024 | 103.71% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'765 CHF | 3'735 CHF | 100.00% | 100.00% |
14.11.2024 | 124.96% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'429 CHF | 3'334 CHF | 99.62% | 99.62% |
13.11.2024 | 147.28% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'026 CHF | 2'899 CHF | 99.93% | 99.93% |
12.11.2024 | 152.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'707 CHF | 2'794 CHF | 99.78% | 99.78% |
11.11.2024 | 85.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 986'565 | 250'000 | 7'036 CHF | 4'283 CHF | 72.39% | 72.39% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 902'690 | 250'000 | 9'027 CHF | 5'000 CHF | 63.65% | 63.65% |
07.11.2024 | 32.34% | 0.02 CHF | 0.03 CHF | 500'000 | 250'000 | 427'730 | 250'000 | 11'141 CHF | 9'077 CHF | 99.76% | 99.76% |