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 | 164.01% | 0.00 CHF | 0.02 CHF | 260'000 | 260'000 | 120'068 | 120'068 | 240 CHF | 2'411 CHF | 99.91% | 99.91% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 270'000 | 270'000 | 120'529 | 120'529 | 241 CHF | 2'420 CHF | 100.00% | 100.00% |
18.11.2024 | 162.53% | 0.00 CHF | 0.02 CHF | 260'000 | 260'000 | 116'564 | 116'564 | 245 CHF | 2'340 CHF | 99.64% | 99.64% |
15.11.2024 | 140.26% | 0.00 CHF | 0.02 CHF | 260'000 | 260'000 | 89'132 | 89'132 | 251 CHF | 1'791 CHF | 98.89% | 98.89% |
14.11.2024 | 85.19% | 0.00 CHF | 0.02 CHF | 270'000 | 270'000 | 113'983 | 113'983 | 1'233 CHF | 3'411 CHF | 61.97% | 94.39% |
13.11.2024 | 15.64% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 134'845 | 134'845 | 8'022 CHF | 9'376 CHF | 99.78% | 99.78% |
12.11.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 134'203 | 134'203 | 9'035 CHF | 10'383 CHF | 100.00% | 100.00% |
11.11.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 134'907 | 134'907 | 9'580 CHF | 10'935 CHF | 99.90% | 99.90% |
08.11.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 135'894 | 135'894 | 11'503 CHF | 12'868 CHF | 100.00% | 100.00% |
07.11.2024 | 11.35% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 135'036 | 135'036 | 11'494 CHF | 12'850 CHF | 99.85% | 99.85% |