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 | 163.64% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'000 CHF | 20'000 CHF | 16.41% | 99.32% |
19.11.2024 | - | 0.00 CHF | 0.05 CHF | 1'000'000 | 63'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.67% |
18.11.2024 | 163.85% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 704'239 | 704'239 | 1'408 CHF | 14'127 CHF | 96.74% | 96.74% |
15.11.2024 | 164.03% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 772'357 | 772'357 | 1'545 CHF | 15'537 CHF | 99.11% | 99.11% |
14.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 756'857 | 756'857 | 1'514 CHF | 15'195 CHF | 98.25% | 98.25% |
13.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 684'740 | 684'740 | 1'369 CHF | 13'748 CHF | 99.90% | 99.90% |
12.11.2024 | 164.07% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 638'076 | 638'076 | 1'276 CHF | 12'841 CHF | 98.40% | 98.40% |
11.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'000 CHF | 20'000 CHF | 1.36% | 97.59% |
08.11.2024 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.36% |
07.11.2024 | - | - CHF | 0.02 CHF | 0 | 1'000'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |