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 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.31% | 99.31% |
19.11.2024 | 166.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006 CHF | 5'503 CHF | 96.61% | 96.61% |
18.11.2024 | 166.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016 CHF | 5'508 CHF | 97.57% | 97.57% |
15.11.2024 | 134.02% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'500 CHF | 6'250 CHF | 91.80% | 91.80% |
14.11.2024 | 143.96% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'958 CHF | 5'979 CHF | 99.17% | 99.17% |
13.11.2024 | 129.75% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'734 CHF | 6'367 CHF | 99.10% | 99.10% |
12.11.2024 | 137.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'320 CHF | 6'160 CHF | 99.34% | 99.34% |
11.11.2024 | 108.07% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'294 CHF | 7'147 CHF | 99.33% | 99.33% |
08.11.2024 | 65.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'504 CHF | 10'252 CHF | 99.32% | 99.32% |
07.11.2024 | 53.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'691 CHF | 11'845 CHF | 98.55% | 98.55% |