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 | - | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 480 CHF | 4,800 CHF | 0.51% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 480 CHF | 4,800 CHF | 66.62% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 244,127 | 244,127 | 488 CHF | 4,883 CHF | 92.50% | 100.00% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 249,783 | 249,783 | 500 CHF | 4,996 CHF | 73.84% | 100.00% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 500 CHF | 5,000 CHF | 2.14% | 100.00% |
12/11/2024 | 136.44% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 241,361 | 241,361 | 943 CHF | 4,827 CHF | 89.01% | 100.00% |
11/11/2024 | 141.30% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 230,833 | 230,833 | 802 CHF | 4,617 CHF | 100.00% | 100.00% |
08/11/2024 | 134.09% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 231,105 | 231,105 | 913 CHF | 4,622 CHF | 100.00% | 100.00% |
07/11/2024 | 141.39% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 236,163 | 236,163 | 817 CHF | 4,723 CHF | 100.00% | 100.00% |