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 | 163.87% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 101'083 | 101'083 | 202 CHF | 2'025 CHF | 99.32% | 99.32% |
19.11.2024 | 164.05% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 100'685 | 100'685 | 201 CHF | 2'025 CHF | 100.00% | 100.00% |
18.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 216'645 | 216'645 | 433 CHF | 4'333 CHF | 17.75% | 99.77% |
15.11.2024 | 163.87% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 100'605 | 100'605 | 201 CHF | 2'015 CHF | 99.90% | 99.90% |
14.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 97'594 | 97'594 | 195 CHF | 1'960 CHF | 98.26% | 98.64% |
13.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 210'000 | 210'000 | 97'934 | 97'934 | 196 CHF | 1'967 CHF | 100.00% | 100.00% |
12.11.2024 | 164.17% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 98'700 | 98'700 | 197 CHF | 1'988 CHF | 99.76% | 99.76% |
11.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 209'949 | 209'949 | 420 CHF | 4'199 CHF | 19.18% | 99.90% |
08.11.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 220'000 | 220'000 | 103'768 | 103'768 | 208 CHF | 2'084 CHF | 99.06% | 99.06% |
07.11.2024 | 140.16% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 102'230 | 102'230 | 315 CHF | 2'052 CHF | 99.68% | 99.68% |