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 | 155.77% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'468 CHF | 5'734 CHF | 99.45% | 99.45% |
19.11.2024 | 147.64% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'873 CHF | 5'937 CHF | 96.68% | 96.68% |
18.11.2024 | 166.17% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'021 CHF | 5'510 CHF | 97.64% | 97.64% |
15.11.2024 | 165.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'048 CHF | 5'524 CHF | 96.56% | 96.56% |
14.11.2024 | 157.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'390 CHF | 5'695 CHF | 99.43% | 99.43% |
13.11.2024 | 133.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'566 CHF | 6'283 CHF | 99.32% | 99.32% |
12.11.2024 | 154.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'553 CHF | 5'777 CHF | 99.39% | 99.39% |
11.11.2024 | 144.88% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'037 CHF | 6'018 CHF | 99.31% | 99.31% |
08.11.2024 | 103.47% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'721 CHF | 7'361 CHF | 99.32% | 99.32% |
07.11.2024 | 96.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'440 CHF | 7'720 CHF | 98.82% | 98.82% |