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 | 163.93% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 222'989 | 222'989 | 446 CHF | 4'476 CHF | 99.90% | 99.90% |
19.11.2024 | 141.61% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 213'855 | 213'855 | 651 CHF | 4'293 CHF | 100.00% | 100.00% |
18.11.2024 | 119.97% | 0.00 CHF | 0.02 CHF | 490'000 | 490'000 | 211'983 | 211'983 | 981 CHF | 4'254 CHF | 99.90% | 99.90% |
15.11.2024 | 110.42% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 187'291 | 187'291 | 1'092 CHF | 3'759 CHF | 99.45% | 99.45% |
14.11.2024 | 110.11% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 210'999 | 210'999 | 1'205 CHF | 4'233 CHF | 100.00% | 100.00% |
13.11.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 211'024 | 211'024 | 1'266 CHF | 4'234 CHF | 100.00% | 100.00% |
12.11.2024 | 108.87% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 211'630 | 211'630 | 1'266 CHF | 4'246 CHF | 99.85% | 99.85% |
11.11.2024 | 128.42% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 213'598 | 213'598 | 1'059 CHF | 4'286 CHF | 99.90% | 99.90% |
08.11.2024 | 120.38% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 216'467 | 216'467 | 1'134 CHF | 4'344 CHF | 100.00% | 100.00% |
07.11.2024 | 108.44% | 0.01 CHF | 0.02 CHF | 480'000 | 480'000 | 209'093 | 209'093 | 1'255 CHF | 4'195 CHF | 99.90% | 99.90% |