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 | 96.80% | 96.80% |
19.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 95.34% | 95.34% |
18.11.2024 | 166.20% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020 CHF | 5'510 CHF | 96.05% | 96.05% |
15.11.2024 | 153.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'579 CHF | 5'790 CHF | 95.85% | 95.85% |
14.11.2024 | 166.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011 CHF | 5'505 CHF | 96.43% | 96.43% |
13.11.2024 | 166.09% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'024 CHF | 5'512 CHF | 96.41% | 96.41% |
12.11.2024 | 166.43% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010 CHF | 5'505 CHF | 97.03% | 97.03% |
11.11.2024 | 165.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'061 CHF | 5'530 CHF | 97.06% | 97.06% |
08.11.2024 | 155.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'464 CHF | 5'732 CHF | 95.48% | 95.48% |
07.11.2024 | 166.30% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015 CHF | 5'508 CHF | 97.65% | 97.65% |