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 | 99.16% | 99.16% |
19.11.2024 | 165.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'044 CHF | 5'522 CHF | 71.84% | 98.08% |
18.11.2024 | 132.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'637 CHF | 6'318 CHF | 98.89% | 98.89% |
15.11.2024 | 99.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'091 CHF | 7'546 CHF | 98.33% | 98.33% |
14.11.2024 | 102.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'946 CHF | 7'473 CHF | 97.45% | 97.45% |
13.11.2024 | 132.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'604 CHF | 6'302 CHF | 99.04% | 99.04% |
12.11.2024 | 97.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'615 CHF | 7'808 CHF | 97.08% | 97.08% |
11.11.2024 | 132.33% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'943 CHF | 6'472 CHF | 98.64% | 98.64% |
08.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.68% | 98.68% |
07.11.2024 | 165.36% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'055 CHF | 5'527 CHF | 98.29% | 98.29% |