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 | 161.50% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 2'141 CHF | 20'000 CHF | 99.42% | 99.42% |
19.11.2024 | 136.34% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'801 CHF | 20'000 CHF | 100.00% | 100.00% |
18.11.2024 | 145.55% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'194 CHF | 20'000 CHF | 99.26% | 99.26% |
15.11.2024 | 139.77% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'575 CHF | 20'000 CHF | 98.67% | 98.67% |
14.11.2024 | 142.85% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'372 CHF | 20'000 CHF | 100.00% | 100.00% |
13.11.2024 | 111.60% | 0.00 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'718 CHF | 20'000 CHF | 99.08% | 99.08% |
12.11.2024 | 83.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 8'277 CHF | 20'000 CHF | 99.80% | 99.80% |
11.11.2024 | 67.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 9'956 CHF | 20'085 CHF | 100.00% | 100.00% |
08.11.2024 | 41.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 19'406 CHF | 29'406 CHF | 100.00% | 100.00% |
07.11.2024 | 31.99% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 26'720 CHF | 36'720 CHF | 99.96% | 99.96% |