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 | 147.47% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 209'765 | 209'765 | 646 CHF | 4'199 CHF | 100.00% | 100.00% |
19.11.2024 | 155.82% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 215'920 | 215'920 | 547 CHF | 4'323 CHF | 100.00% | 100.00% |
18.11.2024 | 121.73% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 206'774 | 206'774 | 1'022 CHF | 4'139 CHF | 100.00% | 100.00% |
15.11.2024 | 115.69% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 200'047 | 200'047 | 1'084 CHF | 4'004 CHF | 100.00% | 100.00% |
14.11.2024 | 123.93% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 212'580 | 212'580 | 1'011 CHF | 4'255 CHF | 100.00% | 100.00% |
13.11.2024 | 131.39% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 210'285 | 210'285 | 880 CHF | 4'209 CHF | 100.00% | 100.00% |
12.11.2024 | 121.42% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 207'884 | 207'884 | 1'034 CHF | 4'161 CHF | 99.85% | 99.85% |
11.11.2024 | 98.83% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 207'569 | 207'569 | 1'424 CHF | 4'155 CHF | 100.00% | 100.00% |
08.11.2024 | 87.68% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 206'393 | 206'393 | 1'628 CHF | 4'131 CHF | 100.00% | 100.00% |
07.11.2024 | 98.46% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 207'887 | 207'887 | 1'433 CHF | 4'161 CHF | 100.00% | 100.00% |