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 | 157.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'443 CHF | 5'721 CHF | 99.29% | 99.29% |
19.11.2024 | 133.22% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'546 CHF | 6'273 CHF | 88.69% | 88.69% |
18.11.2024 | 125.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'032 CHF | 6'516 CHF | 97.48% | 97.48% |
15.11.2024 | 124.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'102 CHF | 6'551 CHF | 96.32% | 96.32% |
14.11.2024 | 161.21% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'232 CHF | 5'616 CHF | 99.32% | 99.32% |
13.11.2024 | 138.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'249 CHF | 6'124 CHF | 99.33% | 99.33% |
12.11.2024 | 145.84% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'875 CHF | 5'937 CHF | 99.25% | 99.25% |
11.11.2024 | 162.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'196 CHF | 5'598 CHF | 99.23% | 99.23% |
08.11.2024 | 140.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'160 CHF | 6'080 CHF | 99.27% | 99.27% |
07.11.2024 | 142.60% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'048 CHF | 6'024 CHF | 98.60% | 98.60% |