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 | 224'496 | 224'496 | 449 CHF | 4'505 CHF | 95.28% | 96.83% |
25.11.2024 | 164.91% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 424'111 | 424'111 | 848 CHF | 8'521 CHF | 18.48% | 99.15% |
22.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 1'080 CHF | 10'800 CHF | 1.90% | 100.00% |
20.11.2024 | 163.93% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 201'041 | 201'041 | 402 CHF | 4'031 CHF | 90.95% | 99.89% |
19.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 232'717 | 232'717 | 465 CHF | 4'654 CHF | 87.33% | 99.95% |
18.11.2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 218'167 | 218'167 | 436 CHF | 4'371 CHF | 99.79% | 99.89% |
15.11.2024 | 163.96% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'227 | 223'227 | 446 CHF | 4'477 CHF | 100.00% | 100.00% |
14.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 216'289 | 216'289 | 433 CHF | 4'344 CHF | 99.76% | 99.76% |
13.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 1'120 CHF | 11'200 CHF | 14.40% | 100.00% |
12.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'788 | 223'788 | 448 CHF | 4'494 CHF | 99.95% | 99.95% |