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 | 130,86% | 0,01 CHF | 0,02 CHF | 200 000 | 200 000 | 88 194 | 88 194 | 401 CHF | 1 770 CHF | 99,90% | 99,90% |
19/11/2024 | 132,80% | 0,00 CHF | 0,02 CHF | 200 000 | 200 000 | 88 121 | 88 121 | 371 CHF | 1 769 CHF | 100,00% | 100,00% |
18/11/2024 | 114,64% | 0,01 CHF | 0,02 CHF | 200 000 | 200 000 | 87 830 | 87 830 | 481 CHF | 1 762 CHF | 99,90% | 99,90% |
15/11/2024 | 128,28% | 0,00 CHF | 0,02 CHF | 200 000 | 200 000 | 76 266 | 76 266 | 374 CHF | 1 533 CHF | 98,15% | 98,15% |
14/11/2024 | 71,56% | 0,01 CHF | 0,02 CHF | 190 000 | 190 000 | 85 364 | 85 364 | 778 CHF | 1 711 CHF | 100,00% | 100,00% |
13/11/2024 | 80,14% | 0,01 CHF | 0,02 CHF | 190 000 | 190 000 | 84 841 | 84 841 | 798 CHF | 1 732 CHF | 100,00% | 100,00% |
12/11/2024 | 96,35% | 0,01 CHF | 0,02 CHF | 190 000 | 190 000 | 85 930 | 85 930 | 653 CHF | 1 724 CHF | 100,00% | 100,00% |
11/11/2024 | 134,05% | 0,01 CHF | 0,02 CHF | 180 000 | 180 000 | 78 273 | 78 273 | 413 CHF | 1 682 CHF | 99,90% | 99,90% |
08/11/2024 | 75,51% | 0,01 CHF | 0,02 CHF | 190 000 | 190 000 | 83 401 | 83 401 | 725 CHF | 1 688 CHF | 99,20% | 99,20% |
07/11/2024 | 103,91% | 0,01 CHF | 0,02 CHF | 180 000 | 180 000 | 81 440 | 81 440 | 564 CHF | 1 634 CHF | 100,00% | 100,00% |