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 | 163.88% | 0.00 CHF | 0.02 CHF | 550'000 | 550'000 | 528'895 | 528'895 | 1'058 CHF | 10'588 CHF | 100.00% | 100.00% |
19.11.2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 525'058 | 525'058 | 1'050 CHF | 10'511 CHF | 99.85% | 99.85% |
18.11.2024 | 159.97% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 524'213 | 524'213 | 1'182 CHF | 10'494 CHF | 100.00% | 100.00% |
15.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'251 | 516'251 | 2'065 CHF | 10'334 CHF | 100.00% | 100.00% |
14.11.2024 | 125.77% | 0.01 CHF | 0.02 CHF | 520'000 | 520'000 | 522'057 | 522'057 | 2'411 CHF | 10'450 CHF | 99.04% | 99.04% |
13.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'312 | 516'312 | 2'065 CHF | 10'335 CHF | 98.99% | 98.99% |
12.11.2024 | 147.16% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 476'037 | 476'037 | 1'531 CHF | 9'801 CHF | 97.75% | 97.75% |
11.11.2024 | 133.68% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 433'521 | 433'521 | 1'734 CHF | 8'691 CHF | 100.00% | 100.00% |
08.11.2024 | 133.69% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 436'452 | 436'452 | 1'746 CHF | 8'751 CHF | 98.58% | 98.58% |
07.11.2024 | 133.69% | 0.00 CHF | 0.02 CHF | 430'000 | 430'000 | 427'201 | 427'201 | 1'709 CHF | 8'563 CHF | 100.00% | 100.00% |