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 | 108,33% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 263 258 | 263 258 | 1 580 CHF | 5 278 CHF | 99,90% | 99,90% |
19/11/2024 | 111,30% | 0,01 CHF | 0,02 CHF | 490 000 | 490 000 | 265 234 | 265 234 | 1 470 CHF | 5 312 CHF | 99,55% | 99,55% |
18/11/2024 | 119,38% | 0,01 CHF | 0,02 CHF | 490 000 | 490 000 | 262 206 | 262 206 | 1 573 CHF | 6 206 CHF | 97,74% | 97,74% |
15/11/2024 | 108,20% | 0,01 CHF | 0,02 CHF | 530 000 | 530 000 | 283 983 | 283 983 | 1 704 CHF | 5 688 CHF | 99,27% | 99,27% |
14/11/2024 | 117,29% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 269 824 | 269 824 | 1 347 CHF | 5 413 CHF | 98,88% | 98,88% |
13/11/2024 | 111,61% | 0,00 CHF | 0,02 CHF | 520 000 | 520 000 | 266 026 | 266 026 | 1 472 CHF | 5 336 CHF | 99,34% | 99,34% |
12/11/2024 | 122,96% | 0,01 CHF | 0,02 CHF | 500 000 | 500 000 | 205 534 | 205 534 | 1 644 CHF | 5 162 CHF | 78,38% | 96,71% |
11/11/2024 | 103,63% | 0,01 CHF | 0,02 CHF | 480 000 | 480 000 | 262 441 | 262 441 | 1 770 CHF | 5 254 CHF | 97,30% | 97,30% |
08/11/2024 | 108,49% | 0,01 CHF | 0,02 CHF | 540 000 | 540 000 | 287 510 | 287 510 | 1 725 CHF | 5 768 CHF | 100,00% | 100,00% |
07/11/2024 | 90,04% | 0,01 CHF | 0,02 CHF | 580 000 | 580 000 | 307 732 | 307 732 | 2 279 CHF | 6 171 CHF | 99,77% | 99,77% |