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 | 510'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
19.11.2024 | - | - CHF | 0.02 CHF | 0 | 520'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 458'254 | 458'254 | 917 CHF | 9'165 CHF | 3.64% | 99.90% |
15.11.2024 | 163.91% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 120'861 | 120'861 | 242 CHF | 2'422 CHF | 84.78% | 100.00% |
14.11.2024 | 163.81% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 316'758 | 316'758 | 634 CHF | 6'349 CHF | 18.78% | 100.00% |
13.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 172'589 | 172'589 | 345 CHF | 3'467 CHF | 98.65% | 100.00% |
12.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 177'413 | 177'413 | 355 CHF | 3'563 CHF | 100.00% | 100.00% |
11.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 174'613 | 174'613 | 349 CHF | 3'506 CHF | 99.77% | 99.77% |
08.11.2024 | 68.71% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 144'014 | 144'014 | 808 CHF | 3'156 CHF | 95.66% | 99.04% |
07.11.2024 | 30.28% | 0.03 CHF | 0.04 CHF | 480'000 | 480'000 | 168'285 | 168'285 | 5'407 CHF | 7'097 CHF | 99.85% | 99.85% |