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 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'000 CHF | 3'750 CHF | 99.48% | 99.48% |
19.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 985'420 | 250'000 | 3'942 CHF | 3'750 CHF | 99.32% | 99.32% |
18.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'849 | 250'000 | 3'939 CHF | 3'750 CHF | 99.28% | 99.28% |
15.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'000 CHF | 3'750 CHF | 99.44% | 99.44% |
14.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'000 CHF | 3'750 CHF | 99.28% | 99.28% |
13.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 889'275 | 223'338 | 3'557 CHF | 3'350 CHF | 99.09% | 99.09% |
12.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 496'352 | 125'000 | 1'985 CHF | 1'875 CHF | 99.03% | 99.03% |
11.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 492'839 | 125'000 | 1'971 CHF | 1'875 CHF | 99.30% | 99.30% |
08.11.2024 | 115.79% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'000 CHF | 1'875 CHF | 99.42% | 99.42% |
07.11.2024 | 115.70% | 0.00 CHF | 0.02 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 2'003 CHF | 1'875 CHF | 99.34% | 99.34% |