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 | 161.09% | 0.00 CHF | 0.02 CHF | 370'000 | 370'000 | 362'803 | 362'803 | 786 CHF | 7'256 CHF | 100.00% | 100.00% |
19.11.2024 | 143.77% | 0.00 CHF | 0.02 CHF | 360'000 | 360'000 | 364'605 | 364'605 | 1'208 CHF | 7'292 CHF | 100.00% | 100.00% |
18.11.2024 | 149.10% | 0.00 CHF | 0.02 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 1'065 CHF | 7'200 CHF | 100.00% | 100.00% |
15.11.2024 | 119.43% | 0.00 CHF | 0.02 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 1'903 CHF | 7'200 CHF | 100.00% | 100.00% |
14.11.2024 | 93.63% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 359'970 | 359'970 | 2'671 CHF | 7'199 CHF | 100.00% | 100.00% |
13.11.2024 | 88.25% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 2'797 CHF | 7'200 CHF | 100.00% | 100.00% |
12.11.2024 | 88.00% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 2'811 CHF | 7'200 CHF | 100.00% | 100.00% |
11.11.2024 | 54.99% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 348'461 | 348'461 | 4'624 CHF | 8'109 CHF | 100.00% | 100.00% |
08.11.2024 | 50.65% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 347'436 | 347'436 | 5'175 CHF | 8'650 CHF | 99.20% | 99.20% |
07.11.2024 | 26.22% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 325'378 | 325'378 | 10'848 CHF | 14'102 CHF | 99.91% | 99.91% |