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 | - | - CHF | 0.02 CHF | 0 | 420'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19.11.2024 | - | - CHF | 0.02 CHF | 0 | 440'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 420'000 | 420'000 | 421'695 | 421'695 | 843 CHF | 8'434 CHF | 8.41% | 99.89% |
15.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 840 CHF | 8'400 CHF | 8.49% | 99.90% |
14.11.2024 | - | - CHF | 0.02 CHF | 0 | 420'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 800 CHF | 8'000 CHF | 8.83% | 100.00% |
12.11.2024 | 164.04% | 0.00 CHF | 0.02 CHF | 380'000 | 400'000 | 154'902 | 154'902 | 310 CHF | 3'113 CHF | 93.11% | 99.94% |
11.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 380'000 | 380'000 | 171'228 | 171'228 | 342 CHF | 3'438 CHF | 99.89% | 99.89% |
08.11.2024 | 165.17% | 0.00 CHF | 0.02 CHF | 380'000 | 380'000 | 162'424 | 162'424 | 325 CHF | 3'325 CHF | 96.78% | 98.90% |
07.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 380'000 | 380'000 | 172'028 | 172'028 | 344 CHF | 3'455 CHF | 99.90% | 99.90% |