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 | 127.80% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'048 | 185'048 | 822 CHF | 3'701 CHF | 100.00% | 100.00% |
19.11.2024 | 109.81% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'045 | 185'045 | 1'079 CHF | 3'701 CHF | 100.00% | 100.00% |
18.11.2024 | 131.36% | 0.01 CHF | 0.02 CHF | 190'000 | 190'000 | 185'053 | 185'053 | 769 CHF | 3'701 CHF | 100.00% | 100.00% |
15.11.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'049 | 185'049 | 740 CHF | 3'701 CHF | 100.00% | 100.00% |
14.11.2024 | 148.57% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 190'167 | 190'167 | 571 CHF | 3'803 CHF | 99.36% | 99.36% |
13.11.2024 | 142.06% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 185'935 | 185'935 | 633 CHF | 3'719 CHF | 100.00% | 100.00% |
12.11.2024 | 135.01% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 184'992 | 184'992 | 719 CHF | 3'700 CHF | 98.86% | 100.00% |
11.11.2024 | 133.18% | 0.00 CHF | 0.02 CHF | 190'000 | 190'000 | 175'739 | 175'739 | 705 CHF | 3'515 CHF | 99.93% | 99.93% |
08.11.2024 | 124.78% | 0.00 CHF | 0.02 CHF | 180'000 | 180'000 | 175'311 | 175'311 | 821 CHF | 3'506 CHF | 100.00% | 100.00% |
07.11.2024 | 92.90% | 0.01 CHF | 0.02 CHF | 170'000 | 170'000 | 171'051 | 171'051 | 1'254 CHF | 3'421 CHF | 98.41% | 98.41% |