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 | 166.67% | 0.00 CHF | 0.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300 CHF | 1'100 CHF | 99.38% | 99.38% |
19.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300 CHF | 1'100 CHF | 99.37% | 99.37% |
18.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300 CHF | 1'100 CHF | 99.23% | 99.23% |
15.11.2024 | 112.62% | 0.00 CHF | 0.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'177 CHF | 1'392 CHF | 99.37% | 99.37% |
14.11.2024 | 86.38% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'980 CHF | 1'660 CHF | 99.38% | 99.38% |
13.11.2024 | 122.11% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 992 CHF | 1'331 CHF | 99.37% | 99.37% |
12.11.2024 | 94.10% | 0.00 CHF | 0.01 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 8'542 CHF | 1'569 CHF | 99.37% | 99.37% |
11.11.2024 | 67.47% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 14'828 CHF | 1'989 CHF | 99.38% | 99.38% |
08.11.2024 | 59.99% | 0.01 CHF | 0.02 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 18'050 CHF | 2'203 CHF | 99.37% | 99.37% |
07.11.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 30'058 CHF | 3'004 CHF | 99.28% | 99.28% |