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 | 158,19% | 0,00 CHF | 0,02 CHF | 210 000 | 210 000 | 97 989 | 97 989 | 276 CHF | 1 967 CHF | 99,89% | 99,89% |
19/11/2024 | 133,96% | 0,00 CHF | 0,02 CHF | 220 000 | 220 000 | 99 560 | 99 560 | 398 CHF | 1 998 CHF | 99,94% | 99,94% |
18/11/2024 | 133,93% | 0,00 CHF | 0,02 CHF | 210 000 | 210 000 | 79 677 | 79 677 | 319 CHF | 1 600 CHF | 99,89% | 99,89% |
15/11/2024 | 111,30% | 0,00 CHF | 0,02 CHF | 210 000 | 210 000 | 97 529 | 97 529 | 548 CHF | 1 965 CHF | 99,90% | 99,90% |
14/11/2024 | 108,33% | 0,01 CHF | 0,02 CHF | 210 000 | 210 000 | 86 759 | 86 759 | 522 CHF | 1 741 CHF | 100,00% | 100,00% |
13/11/2024 | 98,09% | 0,01 CHF | 0,02 CHF | 200 000 | 200 000 | 85 915 | 85 915 | 617 CHF | 1 723 CHF | 100,00% | 100,00% |
12/11/2024 | 53,40% | 0,01 CHF | 0,02 CHF | 200 000 | 200 000 | 85 562 | 85 562 | 1 178 CHF | 2 038 CHF | 99,94% | 99,94% |
11/11/2024 | 41,88% | 0,02 CHF | 0,03 CHF | 190 000 | 190 000 | 85 613 | 85 613 | 1 636 CHF | 2 496 CHF | 99,89% | 99,89% |
08/11/2024 | 44,27% | 0,01 CHF | 0,02 CHF | 190 000 | 190 000 | 84 616 | 84 616 | 1 474 CHF | 2 342 CHF | 98,90% | 98,90% |
07/11/2024 | 53,96% | 0,02 CHF | 0,03 CHF | 190 000 | 190 000 | 86 138 | 86 138 | 1 292 CHF | 2 157 CHF | 99,72% | 99,72% |