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 | 164.10% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 47'750 | 47'750 | 96 CHF | 961 CHF | 81.05% | 99.91% |
19.11.2024 | 164.06% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 56'259 | 56'259 | 113 CHF | 1'131 CHF | 89.38% | 100.00% |
18.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 62'000 | 62'000 | 124 CHF | 1'245 CHF | 99.64% | 99.64% |
15.11.2024 | 163.82% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 42'258 | 42'258 | 85 CHF | 846 CHF | 93.09% | 98.90% |
14.11.2024 | 131.15% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 52'189 | 52'189 | 199 CHF | 1'285 CHF | 57.02% | 94.39% |
13.11.2024 | 50.51% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 67'464 | 67'464 | 1'001 CHF | 1'679 CHF | 99.78% | 99.78% |
12.11.2024 | 43.93% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 67'101 | 67'101 | 1'192 CHF | 1'866 CHF | 100.00% | 100.00% |
11.11.2024 | 36.78% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 67'454 | 67'454 | 1'459 CHF | 2'136 CHF | 99.90% | 99.90% |
08.11.2024 | 32.40% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 68'500 | 68'500 | 1'876 CHF | 2'564 CHF | 100.00% | 100.00% |
07.11.2024 | 27.99% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 67'549 | 67'549 | 2'120 CHF | 2'798 CHF | 99.86% | 99.86% |