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 | 115.51% | 0.01 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 579 CHF | 2'139 CHF | 100.00% | 100.00% |
19.11.2024 | 66.17% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'760 CHF | 3'320 CHF | 100.00% | 100.00% |
18.11.2024 | 84.75% | 0.02 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'062 CHF | 2'622 CHF | 98.97% | 98.97% |
15.11.2024 | 122.15% | 0.01 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 498 CHF | 2'058 CHF | 100.00% | 100.00% |
14.11.2024 | 109.08% | 0.01 CHF | 0.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 677 CHF | 2'237 CHF | 100.00% | 100.00% |
13.11.2024 | 92.36% | 0.02 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 914 CHF | 2'474 CHF | 99.88% | 99.88% |
12.11.2024 | 152.51% | 0.01 CHF | 0.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 243 CHF | 1'803 CHF | 76.88% | 100.00% |
11.11.2024 | 98.62% | 0.01 CHF | 0.02 CHF | 60'000 | 60'000 | 59'952 | 59'952 | 804 CHF | 2'364 CHF | 59.88% | 100.00% |
08.11.2024 | 78.07% | 0.02 CHF | 0.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'229 CHF | 2'789 CHF | 100.00% | 100.00% |
07.11.2024 | 61.04% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'781 CHF | 3'341 CHF | 99.68% | 99.68% |