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 | 163.79% | 0.00 CHF | 0.04 CHF | 130'000 | 130'000 | 126'402 | 126'402 | 506 CHF | 5'056 CHF | 100.00% | 100.00% |
19.11.2024 | 163.10% | 0.00 CHF | 0.04 CHF | 130'000 | 130'000 | 128'316 | 128'316 | 519 CHF | 5'069 CHF | 100.00% | 100.00% |
18.11.2024 | 143.56% | 0.01 CHF | 0.04 CHF | 120'000 | 120'000 | 118'795 | 118'795 | 792 CHF | 4'774 CHF | 100.00% | 100.00% |
15.11.2024 | 141.75% | 0.01 CHF | 0.04 CHF | 120'000 | 120'000 | 119'277 | 119'277 | 834 CHF | 4'842 CHF | 100.00% | 100.00% |
14.11.2024 | 134.80% | 0.01 CHF | 0.04 CHF | 130'000 | 130'000 | 128'683 | 128'683 | 1'007 CHF | 5'134 CHF | 99.18% | 99.18% |
13.11.2024 | 120.89% | 0.01 CHF | 0.04 CHF | 130'000 | 130'000 | 125'176 | 125'176 | 1'241 CHF | 4'988 CHF | 100.00% | 100.00% |
12.11.2024 | 92.90% | 0.01 CHF | 0.04 CHF | 130'000 | 130'000 | 120'020 | 120'020 | 1'771 CHF | 4'809 CHF | 100.00% | 100.00% |
11.11.2024 | 66.26% | 0.02 CHF | 0.04 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 2'522 CHF | 4'984 CHF | 100.00% | 100.00% |
08.11.2024 | 84.61% | 0.01 CHF | 0.04 CHF | 120'000 | 120'000 | 118'778 | 118'778 | 2'026 CHF | 4'893 CHF | 98.77% | 98.77% |
07.11.2024 | 30.21% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 4'755 CHF | 6'202 CHF | 100.00% | 100.00% |