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 | 163,64% | 0,00 CHF | 0,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 600 CHF | 6 000 CHF | 66,03% | 100,00% |
19/11/2024 | 163,64% | 0,00 CHF | 0,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 600 CHF | 6 000 CHF | 91,36% | 99,85% |
18/11/2024 | 163,64% | 0,00 CHF | 0,02 CHF | 300 000 | 300 000 | 297 068 | 297 068 | 594 CHF | 5 941 CHF | 100,00% | 100,00% |
15/11/2024 | 163,64% | 0,00 CHF | 0,02 CHF | 290 000 | 290 000 | 290 462 | 290 462 | 581 CHF | 5 809 CHF | 98,69% | 100,00% |
14/11/2024 | 159,33% | 0,00 CHF | 0,02 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 662 CHF | 5 800 CHF | 100,00% | 100,00% |
13/11/2024 | 132,83% | 0,00 CHF | 0,02 CHF | 290 000 | 290 000 | 284 458 | 284 458 | 1 149 CHF | 5 689 CHF | 100,00% | 100,00% |
12/11/2024 | 126,29% | 0,00 CHF | 0,02 CHF | 290 000 | 290 000 | 285 323 | 285 323 | 1 296 CHF | 5 706 CHF | 99,85% | 99,85% |
11/11/2024 | 105,15% | 0,01 CHF | 0,02 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 1 745 CHF | 5 600 CHF | 100,00% | 100,00% |
08/11/2024 | 102,32% | 0,01 CHF | 0,02 CHF | 290 000 | 290 000 | 283 977 | 283 977 | 1 842 CHF | 5 680 CHF | 98,88% | 98,88% |
07/11/2024 | 93,65% | 0,01 CHF | 0,02 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 2 038 CHF | 5 600 CHF | 100,00% | 100,00% |