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 | 163.99% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 222'998 | 222'998 | 446 CHF | 4'477 CHF | 99.90% | 99.90% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 213'861 | 213'861 | 428 CHF | 4'295 CHF | 100.00% | 100.00% |
18.11.2024 | 162.00% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 211'987 | 211'987 | 440 CHF | 4'256 CHF | 99.90% | 99.90% |
15.11.2024 | 159.55% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 187'290 | 187'290 | 458 CHF | 3'762 CHF | 99.45% | 99.45% |
14.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 210'997 | 210'997 | 422 CHF | 4'236 CHF | 100.00% | 100.00% |
13.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 211'024 | 211'024 | 844 CHF | 4'236 CHF | 100.00% | 100.00% |
12.11.2024 | 158.23% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 211'625 | 211'625 | 601 CHF | 4'249 CHF | 99.85% | 99.85% |
11.11.2024 | 158.77% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 213'600 | 213'600 | 592 CHF | 4'289 CHF | 99.90% | 99.90% |
08.11.2024 | 160.15% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 216'469 | 216'469 | 555 CHF | 4'347 CHF | 100.00% | 100.00% |
07.11.2024 | 139.96% | 0.00 CHF | 0.02 CHF | 480'000 | 480'000 | 209'069 | 209'069 | 782 CHF | 4'197 CHF | 99.90% | 99.90% |