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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.18% | 99.18% |
19.11.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.64% | 96.64% |
18.11.2024 | 166.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'025 CHF | 5'513 CHF | 97.43% | 97.43% |
15.11.2024 | 138.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'286 CHF | 6'143 CHF | 95.93% | 95.93% |
14.11.2024 | 151.19% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'730 CHF | 5'865 CHF | 99.29% | 99.29% |
13.11.2024 | 142.43% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'040 CHF | 6'020 CHF | 98.97% | 98.97% |
12.11.2024 | 121.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'276 CHF | 6'638 CHF | 99.36% | 99.36% |
11.11.2024 | 138.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'281 CHF | 6'141 CHF | 98.30% | 98.30% |
08.11.2024 | 102.41% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'789 CHF | 7'394 CHF | 98.17% | 98.17% |
07.11.2024 | 114.07% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'791 CHF | 6'896 CHF | 98.67% | 98.67% |