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 | 161.69% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 180'130 | 180'130 | 433 CHF | 3'606 CHF | 99.78% | 99.78% |
19.11.2024 | 163.87% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 182'014 | 182'014 | 364 CHF | 3'644 CHF | 100.00% | 100.00% |
18.11.2024 | 160.64% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 181'417 | 181'417 | 388 CHF | 3'632 CHF | 99.90% | 99.90% |
15.11.2024 | 134.59% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 180'428 | 180'428 | 692 CHF | 3'612 CHF | 100.00% | 100.00% |
14.11.2024 | 136.38% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 170'646 | 170'646 | 670 CHF | 3'426 CHF | 100.00% | 100.00% |
13.11.2024 | 133.85% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 177'146 | 177'146 | 713 CHF | 3'556 CHF | 100.00% | 100.00% |
12.11.2024 | 113.34% | 0.00 CHF | 0.02 CHF | 510'000 | 510'000 | 177'432 | 177'432 | 885 CHF | 3'560 CHF | 100.00% | 100.00% |
11.11.2024 | 108.37% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 174'608 | 174'608 | 1'145 CHF | 3'503 CHF | 99.77% | 99.77% |
08.11.2024 | 40.14% | 0.01 CHF | 0.02 CHF | 510'000 | 510'000 | 144'015 | 144'015 | 2'106 CHF | 4'079 CHF | 95.66% | 99.04% |
07.11.2024 | 14.45% | 0.08 CHF | 0.09 CHF | 480'000 | 480'000 | 168'285 | 168'285 | 12'069 CHF | 13'759 CHF | 99.85% | 99.85% |