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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.27% | 99.27% |
20.11.2024 | 159.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'340 CHF | 5'670 CHF | 98.92% | 98.92% |
19.11.2024 | 165.08% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'067 CHF | 5'533 CHF | 99.25% | 99.25% |
18.11.2024 | 155.23% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'480 CHF | 5'740 CHF | 99.37% | 99.37% |
15.11.2024 | 111.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'067 CHF | 7'034 CHF | 99.39% | 99.39% |
14.11.2024 | 94.58% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'633 CHF | 7'816 CHF | 97.57% | 97.57% |
13.11.2024 | 81.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'346 CHF | 8'673 CHF | 99.01% | 99.01% |
12.11.2024 | 81.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'358 CHF | 8'679 CHF | 92.64% | 92.64% |
11.11.2024 | 107.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'326 CHF | 7'163 CHF | 98.55% | 98.55% |
08.11.2024 | 59.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'031 CHF | 11'015 CHF | 99.05% | 99.05% |