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 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,750 | 2,954,750 | 2,955 CHF | 29,604 CHF | 99.90% | 99.90% |
19/11/2024 | 163.86% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,891,420 | 2,891,420 | 2,891 CHF | 28,992 CHF | 99.88% | 99.88% |
18/11/2024 | 163.80% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,905,740 | 2,905,740 | 2,906 CHF | 29,096 CHF | 98.23% | 98.23% |
15/11/2024 | 163.83% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,824,220 | 2,824,220 | 2,824 CHF | 28,289 CHF | 99.71% | 99.71% |
14/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,970 | 2,954,970 | 2,955 CHF | 29,606 CHF | 100.00% | 100.00% |
13/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,955,040 | 2,955,040 | 2,955 CHF | 29,607 CHF | 100.00% | 100.00% |
12/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,960 | 2,954,960 | 2,955 CHF | 29,606 CHF | 99.90% | 99.90% |
11/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,955,090 | 2,955,090 | 2,955 CHF | 29,607 CHF | 99.90% | 99.90% |
08/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,560 | 2,954,560 | 2,955 CHF | 29,602 CHF | 98.93% | 98.93% |
07/11/2024 | 127.71% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,709,590 | 2,709,590 | 8,516 CHF | 34,463 CHF | 55.44% | 97.44% |