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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 113.12% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 782 CHF | 2'800 CHF | 100.00% | 100.00% |
20.11.2024 | 53.99% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 1'910 CHF | 3'310 CHF | 100.00% | 100.00% |
19.11.2024 | 125.85% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 642 CHF | 2'800 CHF | 100.00% | 100.00% |
18.11.2024 | 117.69% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 738 CHF | 2'800 CHF | 100.00% | 100.00% |
15.11.2024 | 61.37% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 1'700 CHF | 3'144 CHF | 100.00% | 100.00% |
14.11.2024 | 37.78% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 3'034 CHF | 4'434 CHF | 100.00% | 100.00% |
13.11.2024 | 27.59% | 0.03 CHF | 0.04 CHF | 140'000 | 140'000 | 139'356 | 139'356 | 4'364 CHF | 5'758 CHF | 100.00% | 100.00% |
12.11.2024 | 18.50% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 131'520 | 131'520 | 6'863 CHF | 8'178 CHF | 100.00% | 100.00% |
11.11.2024 | 21.20% | 0.04 CHF | 0.05 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 5'917 CHF | 7'317 CHF | 100.00% | 100.00% |
08.11.2024 | 27.10% | 0.03 CHF | 0.04 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 4'514 CHF | 5'914 CHF | 98.90% | 98.90% |