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 | 140,000 | 140,000 | 140,000 | 140,000 | 280 CHF | 2,800 CHF | 25.98% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 140,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | 0.00 CHF | 0.02 CHF | 3,000 | 140,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 280 CHF | 2,800 CHF | 31.46% | 100.00% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 280 CHF | 2,800 CHF | 100.00% | 100.00% |
13/11/2024 | 151.91% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 139,357 | 139,357 | 387 CHF | 2,787 CHF | 100.00% | 100.00% |
12/11/2024 | 120.64% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 131,520 | 131,520 | 666 CHF | 2,630 CHF | 100.00% | 100.00% |
11/11/2024 | 109.24% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 826 CHF | 2,800 CHF | 100.00% | 100.00% |
08/11/2024 | 129.67% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 601 CHF | 2,800 CHF | 98.90% | 98.90% |
07/11/2024 | 87.80% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,093 CHF | 2,800 CHF | 100.00% | 100.00% |