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 | 163.64% | 0.00 CHF | 0.02 CHF | 110'000 | 110'000 | 105'905 | 105'905 | 212 CHF | 2'118 CHF | 70.00% | 100.00% |
19.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110'000 | 110'000 | 107'122 | 107'122 | 214 CHF | 2'142 CHF | 99.67% | 100.00% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110'000 | 110'000 | 107'136 | 107'136 | 214 CHF | 2'143 CHF | 100.00% | 100.00% |
15.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 112'966 | 112'966 | 226 CHF | 2'259 CHF | 99.70% | 100.00% |
14.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 116'853 | 116'853 | 234 CHF | 2'337 CHF | 99.36% | 99.36% |
13.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 115'590 | 115'590 | 231 CHF | 2'312 CHF | 91.98% | 100.00% |
12.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 116'445 | 116'445 | 233 CHF | 2'329 CHF | 57.73% | 100.00% |
11.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110'000 | 110'000 | 107'131 | 107'131 | 214 CHF | 2'143 CHF | 99.93% | 99.93% |
08.11.2024 | 161.24% | 0.00 CHF | 0.02 CHF | 110'000 | 110'000 | 100'252 | 100'252 | 205 CHF | 2'005 CHF | 100.00% | 100.00% |
07.11.2024 | 123.17% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 107'091 | 107'091 | 516 CHF | 2'142 CHF | 98.53% | 98.53% |