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 | 148.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'787 CHF | 5'894 CHF | 99.36% | 99.36% |
19.11.2024 | 164.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'107 CHF | 5'554 CHF | 96.87% | 96.87% |
18.11.2024 | 159.07% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'320 CHF | 5'660 CHF | 97.39% | 97.39% |
15.11.2024 | 113.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'938 CHF | 6'969 CHF | 96.04% | 96.04% |
14.11.2024 | 104.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'604 CHF | 7'302 CHF | 99.31% | 99.31% |
13.11.2024 | 77.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'895 CHF | 8'948 CHF | 98.77% | 98.77% |
12.11.2024 | 82.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'268 CHF | 8'634 CHF | 99.36% | 99.36% |
11.11.2024 | 101.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'894 CHF | 7'447 CHF | 98.31% | 98.31% |
08.11.2024 | 78.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'715 CHF | 8'857 CHF | 98.17% | 98.17% |
07.11.2024 | 81.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'265 CHF | 8'632 CHF | 98.68% | 98.68% |