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 | 135.54% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 229'672 | 229'672 | 859 CHF | 4'607 CHF | 96.83% | 96.83% |
25.11.2024 | 133.87% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 222'520 | 222'520 | 903 CHF | 4'472 CHF | 99.15% | 99.15% |
22.11.2024 | 145.12% | 0.00 CHF | 0.02 CHF | 540'000 | 540'000 | 230'054 | 230'054 | 829 CHF | 4'609 CHF | 100.00% | 100.00% |
20.11.2024 | 135.05% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 233'328 | 233'328 | 886 CHF | 4'675 CHF | 99.89% | 99.89% |
19.11.2024 | 133.73% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'495 | 223'495 | 894 CHF | 4'477 CHF | 99.95% | 99.95% |
18.11.2024 | 132.81% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 218'148 | 218'148 | 912 CHF | 4'370 CHF | 99.78% | 99.89% |
15.11.2024 | 109.96% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'228 | 223'228 | 1'270 CHF | 4'474 CHF | 100.00% | 100.00% |
14.11.2024 | 94.39% | 0.01 CHF | 0.02 CHF | 540'000 | 540'000 | 216'284 | 216'284 | 1'532 CHF | 4'338 CHF | 99.76% | 99.76% |
13.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 229'042 | 229'042 | 916 CHF | 4'598 CHF | 100.00% | 100.00% |
12.11.2024 | 118.62% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 223'789 | 223'789 | 1'077 CHF | 4'490 CHF | 99.95% | 99.95% |