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 | 66,44% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 79 860 | 79 860 | 845 CHF | 1 647 CHF | 99,89% | 99,89% |
19/11/2024 | 67,55% | 0,01 CHF | 0,02 CHF | 180 000 | 180 000 | 83 432 | 83 432 | 834 CHF | 1 672 CHF | 99,94% | 99,94% |
18/11/2024 | 54,49% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 64 693 | 64 693 | 847 CHF | 1 498 CHF | 99,89% | 99,89% |
15/11/2024 | 60,34% | 0,01 CHF | 0,02 CHF | 170 000 | 170 000 | 79 005 | 79 005 | 943 CHF | 1 741 CHF | 99,90% | 99,90% |
14/11/2024 | 48,82% | 0,01 CHF | 0,02 CHF | 17 000 | 17 000 | 39 675 | 39 675 | 633 CHF | 1 033 CHF | 100,00% | 100,00% |
13/11/2024 | 44,50% | 0,02 CHF | 0,03 CHF | 160 000 | 160 000 | 67 072 | 67 072 | 1 190 CHF | 1 864 CHF | 100,00% | 100,00% |
12/11/2024 | 35,24% | 0,02 CHF | 0,03 CHF | 160 000 | 160 000 | 70 243 | 70 243 | 1 654 CHF | 2 359 CHF | 99,94% | 99,94% |
11/11/2024 | 33,49% | 0,03 CHF | 0,04 CHF | 160 000 | 160 000 | 70 504 | 70 504 | 1 820 CHF | 2 528 CHF | 99,89% | 99,89% |
08/11/2024 | 32,72% | 0,02 CHF | 0,03 CHF | 160 000 | 160 000 | 69 507 | 69 507 | 1 833 CHF | 2 546 CHF | 99,20% | 99,20% |
07/11/2024 | 37,68% | 0,03 CHF | 0,04 CHF | 160 000 | 160 000 | 70 990 | 70 990 | 1 624 CHF | 2 339 CHF | 99,90% | 99,90% |