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 | 155.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'484 CHF | 5'742 CHF | 17.27% | 98.89% |
19.11.2024 | 139.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'217 CHF | 6'109 CHF | 98.53% | 98.53% |
18.11.2024 | 125.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'988 CHF | 6'494 CHF | 97.60% | 97.60% |
15.11.2024 | 121.91% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'257 CHF | 6'629 CHF | 97.92% | 97.92% |
14.11.2024 | 114.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'794 CHF | 6'897 CHF | 97.30% | 97.30% |
13.11.2024 | 75.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'645 CHF | 9'322 CHF | 98.92% | 98.92% |
12.11.2024 | 140.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'121 CHF | 6'061 CHF | 93.89% | 93.89% |
11.11.2024 | 122.42% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'186 CHF | 6'593 CHF | 98.81% | 98.81% |
08.11.2024 | 142.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'026 CHF | 6'013 CHF | 92.59% | 92.59% |
07.11.2024 | 127.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'008 CHF | 6'504 CHF | 97.62% | 97.62% |