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 | 91.43% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 64'142 | 64'142 | 489 CHF | 1'287 CHF | 99.90% | 99.90% |
19.11.2024 | 108.07% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 64'223 | 64'223 | 391 CHF | 1'289 CHF | 98.91% | 98.91% |
18.11.2024 | 74.52% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 64'099 | 64'099 | 567 CHF | 1'286 CHF | 99.58% | 99.58% |
15.11.2024 | 87.33% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 64'040 | 64'040 | 507 CHF | 1'286 CHF | 99.89% | 99.89% |
14.11.2024 | 92.74% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 62'306 | 62'306 | 462 CHF | 1'249 CHF | 98.84% | 98.84% |
13.11.2024 | 86.38% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 64'148 | 64'148 | 514 CHF | 1'286 CHF | 100.00% | 100.00% |
12.11.2024 | 94.26% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 59'563 | 59'563 | 512 CHF | 1'347 CHF | 100.00% | 100.00% |
11.11.2024 | 60.42% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 63'626 | 63'626 | 745 CHF | 1'392 CHF | 99.93% | 99.93% |
08.11.2024 | 64.97% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 42'388 | 42'388 | 774 CHF | 1'245 CHF | 100.00% | 100.00% |
07.11.2024 | 37.69% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 48'621 | 48'621 | 1'086 CHF | 1'589 CHF | 98.22% | 98.22% |