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 | 163,99% | 0,00 CHF | 0,02 CHF | 500 000 | 500 000 | 222 998 | 222 998 | 446 CHF | 4 477 CHF | 99,90% | 99,90% |
19/11/2024 | 164,01% | 0,00 CHF | 0,02 CHF | 490 000 | 490 000 | 213 861 | 213 861 | 428 CHF | 4 295 CHF | 100,00% | 100,00% |
18/11/2024 | 162,00% | 0,00 CHF | 0,02 CHF | 490 000 | 490 000 | 211 987 | 211 987 | 440 CHF | 4 256 CHF | 99,90% | 99,90% |
15/11/2024 | 159,55% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 187 290 | 187 290 | 458 CHF | 3 762 CHF | 99,45% | 99,45% |
14/11/2024 | 164,01% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 210 997 | 210 997 | 422 CHF | 4 236 CHF | 100,00% | 100,00% |
13/11/2024 | 133,97% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 211 024 | 211 024 | 844 CHF | 4 236 CHF | 100,00% | 100,00% |
12/11/2024 | 158,23% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 211 625 | 211 625 | 601 CHF | 4 249 CHF | 99,85% | 99,85% |
11/11/2024 | 158,77% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 213 600 | 213 600 | 592 CHF | 4 289 CHF | 99,90% | 99,90% |
08/11/2024 | 160,15% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 216 469 | 216 469 | 555 CHF | 4 347 CHF | 100,00% | 100,00% |
07/11/2024 | 139,96% | 0,00 CHF | 0,02 CHF | 480 000 | 480 000 | 209 069 | 209 069 | 782 CHF | 4 197 CHF | 99,90% | 99,90% |