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 | 163,88% | 0,00 CHF | 0,02 CHF | 550 000 | 550 000 | 528 895 | 528 895 | 1 058 CHF | 10 588 CHF | 100,00% | 100,00% |
19/11/2024 | 163,88% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 525 058 | 525 058 | 1 050 CHF | 10 511 CHF | 99,85% | 99,85% |
18/11/2024 | 159,97% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 524 213 | 524 213 | 1 182 CHF | 10 494 CHF | 100,00% | 100,00% |
15/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 516 251 | 516 251 | 2 065 CHF | 10 334 CHF | 100,00% | 100,00% |
14/11/2024 | 125,77% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 522 057 | 522 057 | 2 411 CHF | 10 450 CHF | 99,04% | 99,04% |
13/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 516 312 | 516 312 | 2 065 CHF | 10 335 CHF | 98,99% | 98,99% |
12/11/2024 | 147,16% | 0,00 CHF | 0,02 CHF | 520 000 | 520 000 | 476 037 | 476 037 | 1 531 CHF | 9 801 CHF | 97,75% | 97,75% |
11/11/2024 | 133,68% | 0,00 CHF | 0,02 CHF | 440 000 | 440 000 | 433 521 | 433 521 | 1 734 CHF | 8 691 CHF | 100,00% | 100,00% |
08/11/2024 | 133,69% | 0,00 CHF | 0,02 CHF | 440 000 | 440 000 | 436 452 | 436 452 | 1 746 CHF | 8 751 CHF | 98,58% | 98,58% |
07/11/2024 | 133,69% | 0,00 CHF | 0,02 CHF | 430 000 | 430 000 | 427 201 | 427 201 | 1 709 CHF | 8 563 CHF | 100,00% | 100,00% |