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 | 133.74% | 0.00 CHF | 0.02 CHF | 270'000 | 270'000 | 258'271 | 258'271 | 1'033 CHF | 5'170 CHF | 100.00% | 100.00% |
19.11.2024 | 133.74% | 0.00 CHF | 0.02 CHF | 260'000 | 260'000 | 257'528 | 257'528 | 1'030 CHF | 5'155 CHF | 100.00% | 100.00% |
18.11.2024 | 118.43% | 0.00 CHF | 0.02 CHF | 260'000 | 260'000 | 257'386 | 257'386 | 1'337 CHF | 5'152 CHF | 100.00% | 100.00% |
15.11.2024 | 108.20% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'384 | 257'384 | 1'544 CHF | 5'152 CHF | 100.00% | 100.00% |
14.11.2024 | 108.20% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'493 | 257'493 | 1'545 CHF | 5'154 CHF | 99.36% | 99.36% |
13.11.2024 | 113.63% | 0.01 CHF | 0.02 CHF | 270'000 | 270'000 | 259'579 | 259'579 | 1'444 CHF | 5'195 CHF | 100.00% | 100.00% |
12.11.2024 | 108.27% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'393 | 257'393 | 1'543 CHF | 5'152 CHF | 100.00% | 100.00% |
11.11.2024 | 108.64% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 256'176 | 256'176 | 1'537 CHF | 5'160 CHF | 99.93% | 99.93% |
08.11.2024 | 108.20% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 256'777 | 256'777 | 1'541 CHF | 5'139 CHF | 100.00% | 100.00% |
07.11.2024 | 106.39% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 247'485 | 247'485 | 1'526 CHF | 4'953 CHF | 100.00% | 100.00% |