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 | 99.32% | 99.32% |
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 | 96.79% | 96.79% |
18.11.2024 | 165.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'048 CHF | 5'524 CHF | 97.78% | 97.78% |
15.11.2024 | 104.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'918 CHF | 7'459 CHF | 96.56% | 96.56% |
14.11.2024 | 85.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'690 CHF | 8'345 CHF | 99.38% | 99.38% |
13.11.2024 | 99.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'091 CHF | 7'545 CHF | 98.80% | 98.80% |
12.11.2024 | 95.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'533 CHF | 7'767 CHF | 99.37% | 99.37% |
11.11.2024 | 82.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'182 CHF | 8'591 CHF | 99.37% | 99.37% |
08.11.2024 | 58.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'160 CHF | 11'080 CHF | 99.34% | 99.34% |
07.11.2024 | 55.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'015 CHF | 11'508 CHF | 98.65% | 98.65% |