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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 164.00% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 229'668 | 229'668 | 459 CHF | 4'608 CHF | 96.83% | 96.83% |
25.11.2024 | 164.15% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 222'521 | 222'521 | 445 CHF | 4'475 CHF | 99.15% | 99.15% |
22.11.2024 | 163.87% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 230'085 | 230'085 | 460 CHF | 4'609 CHF | 100.00% | 100.00% |
20.11.2024 | 163.90% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 233'350 | 233'350 | 467 CHF | 4'676 CHF | 99.89% | 99.89% |
19.11.2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'507 | 223'507 | 447 CHF | 4'478 CHF | 99.95% | 99.95% |
18.11.2024 | 156.65% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 218'108 | 218'108 | 606 CHF | 4'370 CHF | 99.78% | 99.89% |
15.11.2024 | 133.88% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'223 | 223'223 | 893 CHF | 4'476 CHF | 100.00% | 100.00% |
14.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 216'281 | 216'281 | 865 CHF | 4'342 CHF | 99.76% | 99.76% |
13.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 229'040 | 229'040 | 458 CHF | 4'600 CHF | 100.00% | 100.00% |
12.11.2024 | 146.39% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'786 | 223'786 | 626 CHF | 4'492 CHF | 99.95% | 99.95% |