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 | 98.95% | 98.95% |
19.11.2024 | 140.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'219 CHF | 6'110 CHF | 36.01% | 95.01% |
18.11.2024 | 104.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'679 CHF | 7'339 CHF | 99.09% | 99.09% |
15.11.2024 | 96.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'341 CHF | 7'671 CHF | 99.39% | 99.39% |
14.11.2024 | 96.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'438 CHF | 7'719 CHF | 98.24% | 98.24% |
13.11.2024 | 87.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'403 CHF | 8'202 CHF | 96.92% | 96.92% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 93.13% | 93.13% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 98.31% | 98.31% |
08.11.2024 | 66.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'021 CHF | 10'010 CHF | 93.11% | 93.11% |
07.11.2024 | 50.38% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'109 CHF | 13'055 CHF | 98.61% | 98.61% |