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 | 108.90% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 214'266 | 214'266 | 1'265 CHF | 4'285 CHF | 100.00% | 100.00% |
19.11.2024 | 107.69% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 1'286 CHF | 4'285 CHF | 100.00% | 100.00% |
18.11.2024 | 108.60% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 214'272 | 214'272 | 1'270 CHF | 4'285 CHF | 100.00% | 100.00% |
15.11.2024 | 133.25% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 219'781 | 219'781 | 881 CHF | 4'396 CHF | 100.00% | 100.00% |
14.11.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 223'968 | 223'968 | 896 CHF | 4'479 CHF | 99.36% | 99.36% |
13.11.2024 | 124.19% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 223'060 | 223'060 | 1'045 CHF | 4'461 CHF | 100.00% | 100.00% |
12.11.2024 | 128.64% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 226'011 | 226'011 | 985 CHF | 4'520 CHF | 68.32% | 100.00% |
11.11.2024 | 91.65% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 214'263 | 214'263 | 1'595 CHF | 4'285 CHF | 99.93% | 99.93% |
08.11.2024 | 57.89% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 213'581 | 213'581 | 2'718 CHF | 4'873 CHF | 100.00% | 100.00% |
07.11.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 204'446 | 204'446 | 6'139 CHF | 8'184 CHF | 98.53% | 98.53% |