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 | 164.02% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 200'498 | 200'498 | 401 CHF | 4'028 CHF | 92.39% | 99.90% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 213'860 | 213'860 | 428 CHF | 4'295 CHF | 100.00% | 100.00% |
18.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 211'987 | 211'987 | 424 CHF | 4'256 CHF | 99.90% | 99.90% |
15.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 187'290 | 187'290 | 375 CHF | 3'762 CHF | 99.45% | 99.45% |
14.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 210'996 | 210'996 | 422 CHF | 4'236 CHF | 100.00% | 100.00% |
13.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 210'992 | 210'992 | 422 CHF | 4'237 CHF | 100.00% | 100.00% |
12.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 211'632 | 211'632 | 423 CHF | 4'250 CHF | 99.85% | 99.85% |
11.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 213'642 | 213'642 | 427 CHF | 4'289 CHF | 99.58% | 99.58% |
08.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 216'466 | 216'466 | 433 CHF | 4'347 CHF | 100.00% | 100.00% |
07.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 209'095 | 209'095 | 418 CHF | 4'198 CHF | 99.90% | 99.90% |