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 | 166.02% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'027 CHF | 5'514 CHF | 97.97% | 97.97% |
19.11.2024 | 161.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'226 CHF | 5'613 CHF | 87.56% | 87.56% |
18.11.2024 | 166.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001 CHF | 5'500 CHF | 96.26% | 96.26% |
15.11.2024 | 166.48% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008 CHF | 5'504 CHF | 96.53% | 96.53% |
14.11.2024 | 164.61% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'087 CHF | 5'544 CHF | 90.91% | 90.91% |
13.11.2024 | 139.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'262 CHF | 6'131 CHF | 83.92% | 83.92% |
12.11.2024 | 165.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'036 CHF | 5'518 CHF | 99.39% | 99.39% |
11.11.2024 | 166.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'013 CHF | 5'506 CHF | 96.66% | 96.66% |
08.11.2024 | 161.43% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'253 CHF | 5'626 CHF | 99.35% | 99.35% |
07.11.2024 | 165.84% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'036 CHF | 5'518 CHF | 69.17% | 69.17% |