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 | - | - CHF | 0.01 CHF | 0 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
19.11.2024 | - | - CHF | 0.01 CHF | 0 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.16% |
18.11.2024 | - | - CHF | 0.01 CHF | 0 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.77% |
15.11.2024 | - | - CHF | 0.01 CHF | 0 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
14.11.2024 | - | 0.00 CHF | 0.01 CHF | 750'000 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
13.11.2024 | - | - CHF | 0.01 CHF | 0 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.93% |
12.11.2024 | 132.41% | 0.00 CHF | 0.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 2'266 CHF | 3'255 CHF | 43.27% | 99.17% |
11.11.2024 | 101.02% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 3'777 CHF | 3'759 CHF | 99.16% | 99.16% |
08.11.2024 | 146.24% | 0.00 CHF | 0.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'393 CHF | 2'964 CHF | 99.16% | 99.16% |
07.11.2024 | 135.33% | 0.00 CHF | 0.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'842 CHF | 3'114 CHF | 98.26% | 98.26% |