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 | 163.88% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'953 | 989'953 | 1'980 CHF | 19'818 CHF | 100.00% | 100.00% |
19.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'923 | 989'923 | 1'980 CHF | 19'818 CHF | 99.85% | 99.85% |
18.11.2024 | 151.78% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'953 | 989'953 | 2'778 CHF | 19'818 CHF | 100.00% | 100.00% |
15.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'939 | 989'939 | 3'960 CHF | 19'816 CHF | 100.00% | 100.00% |
14.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'842 | 989'842 | 3'959 CHF | 19'814 CHF | 99.04% | 99.04% |
13.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 989'837 | 989'837 | 3'959 CHF | 19'814 CHF | 99.00% | 99.00% |
12.11.2024 | 135.89% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 950'884 | 950'884 | 3'775 CHF | 19'538 CHF | 97.74% | 97.74% |
11.11.2024 | 93.51% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 865'198 | 865'198 | 6'344 CHF | 17'315 CHF | 100.00% | 100.00% |
08.11.2024 | 107.00% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 871'077 | 871'077 | 5'323 CHF | 17'435 CHF | 98.88% | 98.88% |
07.11.2024 | 86.27% | 0.01 CHF | 0.02 CHF | 860'000 | 860'000 | 852'811 | 852'811 | 6'822 CHF | 17'067 CHF | 100.00% | 100.00% |