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 | 158.19% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 97'989 | 97'989 | 276 CHF | 1'967 CHF | 99.89% | 99.89% |
19.11.2024 | 133.96% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 99'560 | 99'560 | 398 CHF | 1'998 CHF | 99.94% | 99.94% |
18.11.2024 | 133.93% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 79'677 | 79'677 | 319 CHF | 1'600 CHF | 99.89% | 99.89% |
15.11.2024 | 111.30% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 97'529 | 97'529 | 548 CHF | 1'965 CHF | 99.90% | 99.90% |
14.11.2024 | 108.33% | 0.01 CHF | 0.02 CHF | 210'000 | 210'000 | 86'759 | 86'759 | 522 CHF | 1'741 CHF | 100.00% | 100.00% |
13.11.2024 | 98.09% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 85'915 | 85'915 | 617 CHF | 1'723 CHF | 100.00% | 100.00% |
12.11.2024 | 53.40% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 85'562 | 85'562 | 1'178 CHF | 2'038 CHF | 99.94% | 99.94% |
11.11.2024 | 41.88% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 85'613 | 85'613 | 1'636 CHF | 2'496 CHF | 99.89% | 99.89% |
08.11.2024 | 44.27% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 84'616 | 84'616 | 1'474 CHF | 2'342 CHF | 98.90% | 98.90% |
07.11.2024 | 53.96% | 0.02 CHF | 0.03 CHF | 190'000 | 190'000 | 86'138 | 86'138 | 1'292 CHF | 2'157 CHF | 99.72% | 99.72% |