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 | 108.45% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'638 | 32'638 | 196 CHF | 655 CHF | 99.33% | 99.33% |
19.11.2024 | 112.04% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'592 | 32'592 | 177 CHF | 654 CHF | 100.00% | 100.00% |
18.11.2024 | 130.67% | 0.00 CHF | 0.02 CHF | 70'000 | 70'000 | 32'625 | 32'625 | 148 CHF | 655 CHF | 99.77% | 99.77% |
15.11.2024 | 111.09% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'672 | 32'672 | 187 CHF | 655 CHF | 99.90% | 99.90% |
14.11.2024 | 86.99% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'684 | 32'684 | 241 CHF | 656 CHF | 98.59% | 98.59% |
13.11.2024 | 86.93% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'640 | 32'640 | 259 CHF | 655 CHF | 100.00% | 100.00% |
12.11.2024 | 90.19% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'655 | 32'655 | 243 CHF | 655 CHF | 99.88% | 99.88% |
11.11.2024 | 67.99% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'665 | 32'665 | 340 CHF | 672 CHF | 99.90% | 99.90% |
08.11.2024 | 71.43% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'758 | 32'758 | 311 CHF | 666 CHF | 99.06% | 99.06% |
07.11.2024 | 61.49% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 32'667 | 32'667 | 366 CHF | 707 CHF | 99.90% | 99.90% |