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 | 170'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 180'000 | 180'000 | 81'886 | 81'886 | 164 CHF | 1'645 CHF | 98.36% | 99.94% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 170'471 | 170'471 | 341 CHF | 3'409 CHF | 16.13% | 99.89% |
15.11.2024 | 164.30% | 0.00 CHF | 0.02 CHF | 170'000 | 170'000 | 78'033 | 78'033 | 156 CHF | 1'576 CHF | 98.83% | 99.90% |
14.11.2024 | - | - CHF | 0.02 CHF | 0 | 170'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 320 CHF | 3'200 CHF | 12.97% | 100.00% |
12.11.2024 | 164.08% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 55'265 | 55'265 | 111 CHF | 1'112 CHF | 84.68% | 99.94% |
11.11.2024 | 164.03% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 61'686 | 61'686 | 123 CHF | 1'240 CHF | 89.78% | 99.89% |
08.11.2024 | 165.48% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 52'793 | 52'793 | 106 CHF | 1'094 CHF | 82.80% | 99.20% |
07.11.2024 | 164.05% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 66'220 | 66'220 | 132 CHF | 1'331 CHF | 93.80% | 99.90% |