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 | 187.10% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 30'093 | 30'093 | 30 CHF | 903 CHF | 93.92% | 93.92% |
19.11.2024 | 187.10% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 29'800 | 29'800 | 30 CHF | 894 CHF | 99.65% | 99.65% |
18.11.2024 | 187.10% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 32'121 | 32'121 | 32 CHF | 964 CHF | 67.15% | 67.15% |
15.11.2024 | 155.07% | 0.00 CHF | 0.04 CHF | 50'000 | 50'000 | 29'797 | 29'797 | 138 CHF | 1'192 CHF | 99.66% | 99.66% |
14.11.2024 | 123.28% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 415'297 | 27'878 | 4'132 CHF | 1'115 CHF | 91.54% | 91.54% |
13.11.2024 | 103.28% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 496'267 | 30'551 | 6'582 CHF | 1'224 CHF | 90.86% | 90.86% |
12.11.2024 | 106.92% | 0.01 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 29'256 | 6'227 CHF | 1'170 CHF | 87.55% | 87.55% |
11.11.2024 | 65.06% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 499'999 | 28'852 | 10'214 CHF | 1'154 CHF | 97.39% | 97.39% |
08.11.2024 | 120.54% | 0.01 CHF | 0.04 CHF | 500'000 | 50'000 | 156'998 | 29'887 | 1'566 CHF | 1'195 CHF | 98.63% | 98.63% |
07.11.2024 | 103.11% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 62'218 | 29'935 | 606 CHF | 898 CHF | 97.62% | 97.62% |