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 | 108,90% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 214 266 | 214 266 | 1 265 CHF | 4 285 CHF | 100,00% | 100,00% |
19/11/2024 | 107,69% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 1 286 CHF | 4 285 CHF | 100,00% | 100,00% |
18/11/2024 | 108,60% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 214 272 | 214 272 | 1 270 CHF | 4 285 CHF | 100,00% | 100,00% |
15/11/2024 | 133,25% | 0,00 CHF | 0,02 CHF | 230 000 | 230 000 | 219 781 | 219 781 | 881 CHF | 4 396 CHF | 100,00% | 100,00% |
14/11/2024 | 133,33% | 0,00 CHF | 0,02 CHF | 230 000 | 230 000 | 223 968 | 223 968 | 896 CHF | 4 479 CHF | 99,36% | 99,36% |
13/11/2024 | 124,19% | 0,00 CHF | 0,02 CHF | 230 000 | 230 000 | 223 060 | 223 060 | 1 045 CHF | 4 461 CHF | 100,00% | 100,00% |
12/11/2024 | 128,64% | 0,00 CHF | 0,02 CHF | 230 000 | 230 000 | 226 011 | 226 011 | 985 CHF | 4 520 CHF | 68,32% | 100,00% |
11/11/2024 | 91,65% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 1 595 CHF | 4 285 CHF | 99,93% | 99,93% |
08/11/2024 | 57,89% | 0,01 CHF | 0,02 CHF | 220 000 | 220 000 | 213 581 | 213 581 | 2 718 CHF | 4 873 CHF | 100,00% | 100,00% |
07/11/2024 | 28,81% | 0,03 CHF | 0,04 CHF | 210 000 | 210 000 | 204 446 | 204 446 | 6 139 CHF | 8 184 CHF | 98,53% | 98,53% |