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 | 134.32% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 728 CHF | 3'701 CHF | 100.00% | 100.00% |
19.11.2024 | 134.01% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 732 CHF | 3'701 CHF | 100.00% | 100.00% |
18.11.2024 | 163.55% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 371 CHF | 3'701 CHF | 100.00% | 100.00% |
15.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'437 | 185'437 | 371 CHF | 3'709 CHF | 95.38% | 100.00% |
14.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 191'727 | 191'727 | 383 CHF | 3'835 CHF | 34.28% | 99.36% |
13.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'934 | 185'934 | 372 CHF | 3'719 CHF | 100.00% | 100.00% |
12.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 184'992 | 184'992 | 370 CHF | 3'700 CHF | 98.86% | 100.00% |
11.11.2024 | 163.59% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 175'739 | 175'739 | 352 CHF | 3'515 CHF | 99.93% | 99.93% |
08.11.2024 | 135.79% | 0.00 CHF | 0.02 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 673 CHF | 3'506 CHF | 100.00% | 100.00% |
07.11.2024 | 79.20% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 171'051 | 171'051 | 1'486 CHF | 3'421 CHF | 98.41% | 98.41% |