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 | 122.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'210 CHF | 6'605 CHF | 99.40% | 99.40% |
19.11.2024 | 116.87% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'798 CHF | 6'899 CHF | 96.70% | 96.70% |
18.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 97.50% | 97.50% |
15.11.2024 | 159.84% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'287 CHF | 5'644 CHF | 96.18% | 96.18% |
14.11.2024 | 132.76% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'565 CHF | 6'283 CHF | 99.28% | 99.28% |
13.11.2024 | 125.91% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'990 CHF | 6'495 CHF | 98.91% | 98.91% |
12.11.2024 | 143.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'010 CHF | 6'005 CHF | 99.33% | 99.33% |
11.11.2024 | 161.47% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'218 CHF | 5'609 CHF | 99.37% | 99.37% |
08.11.2024 | 125.59% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'000 CHF | 6'500 CHF | 98.25% | 98.25% |
07.11.2024 | 116.20% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'646 CHF | 6'823 CHF | 98.64% | 98.64% |