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 | 528 896 | 528 896 | 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 | 525 062 | 525 062 | 1 050 CHF | 10 511 CHF | 99,85% | 99,85% |
18/11/2024 | 135,67% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 524 213 | 524 213 | 2 029 CHF | 10 493 CHF | 100,00% | 100,00% |
15/11/2024 | 124,23% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 516 260 | 516 260 | 2 451 CHF | 10 334 CHF | 100,00% | 100,00% |
14/11/2024 | 123,63% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 522 058 | 522 058 | 2 498 CHF | 10 450 CHF | 99,04% | 99,04% |
13/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 530 000 | 530 000 | 516 314 | 516 314 | 2 065 CHF | 10 335 CHF | 99,00% | 99,00% |
12/11/2024 | 138,59% | 0,00 CHF | 0,02 CHF | 520 000 | 520 000 | 476 032 | 476 032 | 1 808 CHF | 9 801 CHF | 97,75% | 97,75% |
11/11/2024 | 124,79% | 0,00 CHF | 0,02 CHF | 440 000 | 440 000 | 432 601 | 432 601 | 2 034 CHF | 8 659 CHF | 100,00% | 100,00% |
08/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 440 000 | 440 000 | 435 525 | 435 525 | 1 742 CHF | 8 718 CHF | 98,58% | 98,58% |
07/11/2024 | 131,95% | 0,00 CHF | 0,02 CHF | 430 000 | 430 000 | 426 402 | 426 402 | 1 766 CHF | 8 535 CHF | 100,00% | 100,00% |