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 | - | 0.00 CHF | 0.02 CHF | 60'000 | 60'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | 173.33% | 0.00 CHF | 0.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 120 CHF | 1'680 CHF | 2.85% | 100.00% |
18.11.2024 | 159.28% | 0.01 CHF | 0.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 205 CHF | 1'765 CHF | 95.49% | 98.98% |
15.11.2024 | 134.74% | 0.00 CHF | 0.02 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 387 CHF | 1'947 CHF | 87.80% | 100.00% |
14.11.2024 | 59.53% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'876 CHF | 3'436 CHF | 100.00% | 100.00% |
13.11.2024 | 53.98% | 0.04 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'162 CHF | 3'722 CHF | 99.88% | 99.88% |
12.11.2024 | 29.37% | 0.05 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'559 CHF | 6'119 CHF | 100.00% | 100.00% |
11.11.2024 | 18.16% | 0.12 CHF | 0.15 CHF | 60'000 | 60'000 | 59'969 | 59'969 | 7'866 CHF | 9'426 CHF | 100.00% | 100.00% |
08.11.2024 | 24.06% | 0.10 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'772 CHF | 7'332 CHF | 100.00% | 100.00% |
07.11.2024 | 14.60% | 0.16 CHF | 0.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'953 CHF | 11'513 CHF | 99.67% | 99.67% |