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 | 105,10% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 286 241 | 286 241 | 1 864 CHF | 5 732 CHF | 99,77% | 99,77% |
19/11/2024 | 111,24% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 268 672 | 268 672 | 1 612 CHF | 5 845 CHF | 99,54% | 99,54% |
18/11/2024 | 81,77% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 286 390 | 286 390 | 2 396 CHF | 5 734 CHF | 99,90% | 99,90% |
15/11/2024 | 103,72% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 286 469 | 286 469 | 1 931 CHF | 5 737 CHF | 100,00% | 100,00% |
14/11/2024 | 115,20% | 0,01 CHF | 0,02 CHF | 520 000 | 520 000 | 269 329 | 269 329 | 1 530 CHF | 5 528 CHF | 100,00% | 100,00% |
13/11/2024 | 108,49% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 273 034 | 273 034 | 1 638 CHF | 5 476 CHF | 100,00% | 100,00% |
12/11/2024 | 108,49% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 275 416 | 275 416 | 1 653 CHF | 5 524 CHF | 99,90% | 99,90% |
11/11/2024 | 108,44% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 281 843 | 281 843 | 1 691 CHF | 5 652 CHF | 99,90% | 99,90% |
08/11/2024 | 108,69% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 282 638 | 282 638 | 1 696 CHF | 5 677 CHF | 98,90% | 98,90% |
07/11/2024 | 95,40% | 0,01 CHF | 0,02 CHF | 510 000 | 510 000 | 283 439 | 283 439 | 1 950 CHF | 5 683 CHF | 100,00% | 100,00% |