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 | 1 000 000 | 1 000 000 | 989 953 | 989 953 | 1 980 CHF | 19 818 CHF | 100,00% | 100,00% |
19/11/2024 | 163,88% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 989 923 | 989 923 | 1 980 CHF | 19 818 CHF | 99,85% | 99,85% |
18/11/2024 | 151,78% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 989 953 | 989 953 | 2 778 CHF | 19 818 CHF | 100,00% | 100,00% |
15/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 989 939 | 989 939 | 3 960 CHF | 19 816 CHF | 100,00% | 100,00% |
14/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 989 842 | 989 842 | 3 959 CHF | 19 814 CHF | 99,04% | 99,04% |
13/11/2024 | 133,74% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 989 837 | 989 837 | 3 959 CHF | 19 814 CHF | 99,00% | 99,00% |
12/11/2024 | 135,89% | 0,00 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 950 884 | 950 884 | 3 775 CHF | 19 538 CHF | 97,74% | 97,74% |
11/11/2024 | 93,51% | 0,01 CHF | 0,02 CHF | 880 000 | 880 000 | 865 198 | 865 198 | 6 344 CHF | 17 315 CHF | 100,00% | 100,00% |
08/11/2024 | 107,00% | 0,01 CHF | 0,02 CHF | 880 000 | 880 000 | 871 077 | 871 077 | 5 323 CHF | 17 435 CHF | 98,88% | 98,88% |
07/11/2024 | 86,27% | 0,01 CHF | 0,02 CHF | 860 000 | 860 000 | 852 811 | 852 811 | 6 822 CHF | 17 067 CHF | 100,00% | 100,00% |