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 | 72.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'598 CHF | 20'369 CHF | 99.42% | 99.42% |
19.11.2024 | 78.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'761 CHF | 20'009 CHF | 100.00% | 100.00% |
18.11.2024 | 74.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'179 CHF | 20'000 CHF | 99.26% | 99.26% |
15.11.2024 | 76.11% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'202 CHF | 20'329 CHF | 98.67% | 98.67% |
14.11.2024 | 56.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 13'222 CHF | 23'222 CHF | 100.00% | 100.00% |
13.11.2024 | 107.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'058 CHF | 20'000 CHF | 99.08% | 99.08% |
12.11.2024 | 85.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'999 CHF | 20'000 CHF | 99.78% | 99.78% |
11.11.2024 | 120.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'025 CHF | 20'000 CHF | 100.00% | 100.00% |
08.11.2024 | 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 | 94.64% | 100.00% |
07.11.2024 | 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 | 100.00% | 100.00% |