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 | 153.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'551 CHF | 5'775 CHF | 99.47% | 99.47% |
19.11.2024 | 158.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'357 CHF | 5'679 CHF | 96.73% | 96.73% |
18.11.2024 | 118.82% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'445 CHF | 6'722 CHF | 97.60% | 97.60% |
15.11.2024 | 120.31% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'338 CHF | 6'669 CHF | 96.58% | 96.58% |
14.11.2024 | 126.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'931 CHF | 6'466 CHF | 99.36% | 99.36% |
13.11.2024 | 136.55% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'353 CHF | 6'177 CHF | 99.34% | 99.34% |
12.11.2024 | 127.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'841 CHF | 6'420 CHF | 99.39% | 99.39% |
11.11.2024 | 102.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'799 CHF | 7'400 CHF | 99.32% | 99.32% |
08.11.2024 | 88.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'303 CHF | 8'152 CHF | 99.33% | 99.33% |
07.11.2024 | 79.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'720 CHF | 8'860 CHF | 98.66% | 98.66% |