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 | 109.24% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 823 CHF | 2,800 CHF | 100.00% | 100.00% |
19/11/2024 | 114.29% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 772 CHF | 2,800 CHF | 100.00% | 100.00% |
18/11/2024 | 81.52% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,870 | 139,870 | 1,182 CHF | 2,799 CHF | 99.05% | 99.05% |
15/11/2024 | 55.24% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,848 CHF | 3,248 CHF | 100.00% | 100.00% |
14/11/2024 | 58.50% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,834 CHF | 3,270 CHF | 99.08% | 99.08% |
13/11/2024 | 96.36% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 984 CHF | 2,800 CHF | 100.00% | 100.00% |
12/11/2024 | 54.80% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,928 CHF | 3,347 CHF | 100.00% | 100.00% |
11/11/2024 | 34.74% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,351 CHF | 4,751 CHF | 100.00% | 100.00% |
08/11/2024 | 46.01% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,382 CHF | 3,782 CHF | 100.00% | 100.00% |
07/11/2024 | 34.49% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,409 CHF | 4,809 CHF | 99.68% | 99.68% |