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 | 528'896 | 528'896 | 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 | 525'062 | 525'062 | 1'050 CHF | 10'511 CHF | 99.85% | 99.85% |
18.11.2024 | 135.67% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 524'213 | 524'213 | 2'029 CHF | 10'493 CHF | 100.00% | 100.00% |
15.11.2024 | 124.23% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'260 | 516'260 | 2'451 CHF | 10'334 CHF | 100.00% | 100.00% |
14.11.2024 | 123.63% | 0.01 CHF | 0.02 CHF | 520'000 | 520'000 | 522'058 | 522'058 | 2'498 CHF | 10'450 CHF | 99.04% | 99.04% |
13.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530'000 | 530'000 | 516'314 | 516'314 | 2'065 CHF | 10'335 CHF | 99.00% | 99.00% |
12.11.2024 | 138.59% | 0.00 CHF | 0.02 CHF | 520'000 | 520'000 | 476'032 | 476'032 | 1'808 CHF | 9'801 CHF | 97.75% | 97.75% |
11.11.2024 | 124.79% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 432'601 | 432'601 | 2'034 CHF | 8'659 CHF | 100.00% | 100.00% |
08.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 440'000 | 440'000 | 435'525 | 435'525 | 1'742 CHF | 8'718 CHF | 98.58% | 98.58% |
07.11.2024 | 131.95% | 0.00 CHF | 0.02 CHF | 430'000 | 430'000 | 426'402 | 426'402 | 1'766 CHF | 8'535 CHF | 100.00% | 100.00% |