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 | 163.64% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 600 CHF | 6'000 CHF | 66.03% | 100.00% |
19.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 600 CHF | 6'000 CHF | 91.36% | 99.85% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 297'068 | 297'068 | 594 CHF | 5'941 CHF | 100.00% | 100.00% |
15.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 290'000 | 290'000 | 290'462 | 290'462 | 581 CHF | 5'809 CHF | 98.69% | 100.00% |
14.11.2024 | 159.33% | 0.00 CHF | 0.02 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 662 CHF | 5'800 CHF | 100.00% | 100.00% |
13.11.2024 | 132.83% | 0.00 CHF | 0.02 CHF | 290'000 | 290'000 | 284'458 | 284'458 | 1'149 CHF | 5'689 CHF | 100.00% | 100.00% |
12.11.2024 | 126.29% | 0.00 CHF | 0.02 CHF | 290'000 | 290'000 | 285'323 | 285'323 | 1'296 CHF | 5'706 CHF | 99.85% | 99.85% |
11.11.2024 | 105.15% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 1'745 CHF | 5'600 CHF | 100.00% | 100.00% |
08.11.2024 | 102.32% | 0.01 CHF | 0.02 CHF | 290'000 | 290'000 | 283'977 | 283'977 | 1'842 CHF | 5'680 CHF | 98.88% | 98.88% |
07.11.2024 | 93.65% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 2'038 CHF | 5'600 CHF | 100.00% | 100.00% |