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 | 163,90% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 233 350 | 233 350 | 467 CHF | 4 676 CHF | 99,89% | 99,89% |
19/11/2024 | 163,87% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 223 507 | 223 507 | 447 CHF | 4 478 CHF | 99,95% | 99,95% |
18/11/2024 | 156,65% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 218 108 | 218 108 | 606 CHF | 4 370 CHF | 99,78% | 99,89% |
15/11/2024 | 133,88% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 223 223 | 223 223 | 893 CHF | 4 476 CHF | 100,00% | 100,00% |
14/11/2024 | 133,97% | 0,00 CHF | 0,02 CHF | 540 000 | 540 000 | 216 281 | 216 281 | 865 CHF | 4 342 CHF | 99,76% | 99,76% |
13/11/2024 | 164,01% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 229 040 | 229 040 | 458 CHF | 4 600 CHF | 100,00% | 100,00% |
12/11/2024 | 146,39% | 0,00 CHF | 0,02 CHF | 560 000 | 560 000 | 223 786 | 223 786 | 626 CHF | 4 492 CHF | 99,95% | 99,95% |
11/11/2024 | 135,06% | 0,00 CHF | 0,02 CHF | 540 000 | 540 000 | 208 994 | 208 994 | 800 CHF | 4 190 CHF | 99,36% | 99,36% |
08/11/2024 | 111,07% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 206 740 | 206 740 | 1 186 CHF | 4 149 CHF | 99,53% | 99,53% |
07/11/2024 | 128,88% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 214 494 | 214 494 | 1 066 CHF | 4 306 CHF | 99,86% | 99,86% |