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 | 164,10% | 0,00 CHF | 0,02 CHF | 130 000 | 130 000 | 47 750 | 47 750 | 96 CHF | 961 CHF | 81,05% | 99,91% |
19/11/2024 | 164,06% | 0,00 CHF | 0,02 CHF | 140 000 | 140 000 | 56 259 | 56 259 | 113 CHF | 1 131 CHF | 89,38% | 100,00% |
18/11/2024 | 163,99% | 0,00 CHF | 0,02 CHF | 130 000 | 130 000 | 62 000 | 62 000 | 124 CHF | 1 245 CHF | 99,64% | 99,64% |
15/11/2024 | 163,82% | 0,00 CHF | 0,02 CHF | 130 000 | 130 000 | 42 258 | 42 258 | 85 CHF | 846 CHF | 93,09% | 98,90% |
14/11/2024 | 131,15% | 0,00 CHF | 0,02 CHF | 140 000 | 140 000 | 52 189 | 52 189 | 199 CHF | 1 285 CHF | 57,02% | 94,39% |
13/11/2024 | 50,51% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 67 464 | 67 464 | 1 001 CHF | 1 679 CHF | 99,78% | 99,78% |
12/11/2024 | 43,93% | 0,02 CHF | 0,03 CHF | 150 000 | 150 000 | 67 101 | 67 101 | 1 192 CHF | 1 866 CHF | 100,00% | 100,00% |
11/11/2024 | 36,78% | 0,02 CHF | 0,03 CHF | 150 000 | 150 000 | 67 454 | 67 454 | 1 459 CHF | 2 136 CHF | 99,90% | 99,90% |
08/11/2024 | 32,40% | 0,03 CHF | 0,04 CHF | 150 000 | 150 000 | 68 500 | 68 500 | 1 876 CHF | 2 564 CHF | 100,00% | 100,00% |
07/11/2024 | 27,99% | 0,03 CHF | 0,04 CHF | 150 000 | 150 000 | 67 549 | 67 549 | 2 120 CHF | 2 798 CHF | 99,86% | 99,86% |