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 | 149.12% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'772 CHF | 5'886 CHF | 99.36% | 99.36% |
19.11.2024 | 147.34% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'969 CHF | 5'985 CHF | 96.68% | 96.68% |
18.11.2024 | 105.28% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'130 CHF | 7'565 CHF | 97.59% | 97.59% |
15.11.2024 | 70.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'512 CHF | 9'756 CHF | 96.48% | 96.48% |
14.11.2024 | 81.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'335 CHF | 8'668 CHF | 99.38% | 99.38% |
13.11.2024 | 75.30% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'322 CHF | 9'161 CHF | 99.39% | 99.39% |
12.11.2024 | 73.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'744 CHF | 9'372 CHF | 99.35% | 99.35% |
11.11.2024 | 67.69% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'858 CHF | 9'929 CHF | 99.38% | 99.38% |
08.11.2024 | 50.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'086 CHF | 12'543 CHF | 99.35% | 99.35% |
07.11.2024 | 30.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'182 CHF | 19'591 CHF | 98.51% | 98.51% |