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 | 164.05% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 57'123 | 57'123 | 114 CHF | 1'148 CHF | 90.79% | 99.90% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 65'151 | 65'151 | 130 CHF | 1'308 CHF | 100.00% | 100.00% |
18.11.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 62'003 | 62'003 | 124 CHF | 1'245 CHF | 99.64% | 99.64% |
15.11.2024 | 164.06% | 0.00 CHF | 0.02 CHF | 130'000 | 130'000 | 44'567 | 44'567 | 89 CHF | 896 CHF | 98.89% | 98.89% |
14.11.2024 | 105.53% | 0.00 CHF | 0.02 CHF | 140'000 | 140'000 | 59'023 | 59'023 | 333 CHF | 1'467 CHF | 61.97% | 94.39% |
13.11.2024 | 26.21% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 67'454 | 67'454 | 2'241 CHF | 2'919 CHF | 99.78% | 99.78% |
12.11.2024 | 22.26% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 67'101 | 67'101 | 2'703 CHF | 3'377 CHF | 100.00% | 100.00% |
11.11.2024 | 19.68% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 67'454 | 67'454 | 3'045 CHF | 3'722 CHF | 99.90% | 99.90% |
08.11.2024 | 16.98% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 68'501 | 68'501 | 3'860 CHF | 4'549 CHF | 100.00% | 100.00% |
07.11.2024 | 15.76% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 67'560 | 67'560 | 4'045 CHF | 4'723 CHF | 99.85% | 99.85% |