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 | 0.02 CHF | 0 | 550'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | - CHF | 0.02 CHF | 0 | 530'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
18.11.2024 | 163.90% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 523'663 | 523'663 | 1'047 CHF | 10'484 CHF | 91.33% | 100.00% |
15.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'251 | 516'251 | 1'033 CHF | 10'335 CHF | 100.00% | 100.00% |
14.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 522'054 | 522'054 | 1'044 CHF | 10'451 CHF | 99.04% | 99.04% |
13.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'309 | 516'309 | 1'033 CHF | 10'336 CHF | 99.00% | 99.00% |
12.11.2024 | 163.75% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 497'235 | 497'235 | 994 CHF | 9'949 CHF | 51.19% | 97.74% |
11.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 432'597 | 432'597 | 865 CHF | 8'660 CHF | 100.00% | 100.00% |
08.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 435'539 | 435'539 | 871 CHF | 8'719 CHF | 98.88% | 98.88% |
07.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 430'000 | 430'000 | 426'409 | 426'409 | 853 CHF | 8'536 CHF | 100.00% | 100.00% |