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 | 163.64% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 600 CHF | 6,000 CHF | 66.03% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 600 CHF | 6,000 CHF | 91.36% | 99.85% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 297,068 | 297,068 | 594 CHF | 5,941 CHF | 100.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 290,000 | 290,000 | 290,462 | 290,462 | 581 CHF | 5,809 CHF | 98.69% | 100.00% |
14/11/2024 | 159.33% | 0.00 CHF | 0.02 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 662 CHF | 5,800 CHF | 100.00% | 100.00% |
13/11/2024 | 132.83% | 0.00 CHF | 0.02 CHF | 290,000 | 290,000 | 284,458 | 284,458 | 1,149 CHF | 5,689 CHF | 100.00% | 100.00% |
12/11/2024 | 126.29% | 0.00 CHF | 0.02 CHF | 290,000 | 290,000 | 285,323 | 285,323 | 1,296 CHF | 5,706 CHF | 99.85% | 99.85% |
11/11/2024 | 105.15% | 0.01 CHF | 0.02 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 1,745 CHF | 5,600 CHF | 100.00% | 100.00% |
08/11/2024 | 102.32% | 0.01 CHF | 0.02 CHF | 290,000 | 290,000 | 283,977 | 283,977 | 1,842 CHF | 5,680 CHF | 98.88% | 98.88% |
07/11/2024 | 93.65% | 0.01 CHF | 0.02 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 2,038 CHF | 5,600 CHF | 100.00% | 100.00% |