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 | 154.33% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'518 CHF | 5'759 CHF | 97.65% | 97.65% |
19.11.2024 | 164.94% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'073 CHF | 5'536 CHF | 95.60% | 95.60% |
18.11.2024 | 166.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.27% | 96.27% |
15.11.2024 | 163.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'127 CHF | 5'564 CHF | 96.42% | 96.42% |
14.11.2024 | 152.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'582 CHF | 5'791 CHF | 22.68% | 97.10% |
13.11.2024 | 145.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'924 CHF | 5'962 CHF | 86.72% | 97.79% |
12.11.2024 | 165.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'046 CHF | 5'523 CHF | 92.63% | 92.63% |
11.11.2024 | 159.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'303 CHF | 5'652 CHF | 98.44% | 98.44% |
08.11.2024 | 164.84% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'077 CHF | 5'538 CHF | 96.33% | 96.33% |
07.11.2024 | 144.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'024 CHF | 6'012 CHF | 98.04% | 98.04% |