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 | 163.99% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 79'860 | 79'860 | 160 CHF | 1'603 CHF | 99.89% | 99.89% |
19.11.2024 | 156.95% | 0.00 CHF | 0.02 CHF | 180'000 | 180'000 | 83'432 | 83'432 | 192 CHF | 1'675 CHF | 99.94% | 99.94% |
18.11.2024 | 160.39% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 64'692 | 64'692 | 170 CHF | 1'300 CHF | 99.89% | 99.89% |
15.11.2024 | 135.15% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 79'012 | 79'012 | 308 CHF | 1'593 CHF | 99.90% | 99.90% |
14.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 70'820 | 70'820 | 283 CHF | 1'422 CHF | 100.00% | 100.00% |
13.11.2024 | 152.36% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 70'031 | 70'031 | 218 CHF | 1'406 CHF | 100.00% | 100.00% |
12.11.2024 | 93.83% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 71'214 | 71'214 | 490 CHF | 1'429 CHF | 99.94% | 99.94% |
11.11.2024 | 86.54% | 0.01 CHF | 0.02 CHF | 160'000 | 160'000 | 71'638 | 71'638 | 573 CHF | 1'437 CHF | 99.89% | 99.89% |
08.11.2024 | 87.66% | 0.01 CHF | 0.02 CHF | 160'000 | 160'000 | 70'662 | 70'662 | 531 CHF | 1'433 CHF | 98.90% | 98.90% |
07.11.2024 | 101.23% | 0.01 CHF | 0.02 CHF | 160'000 | 160'000 | 71'949 | 71'949 | 509 CHF | 1'444 CHF | 99.90% | 99.90% |