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 | 80,000 | 80,000 | 80,000 | 80,000 | 160 CHF | 1,600 CHF | 99.42% | 99.42% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 160 CHF | 1,600 CHF | 31.20% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 160 CHF | 1,600 CHF | 99.88% | 99.88% |
15/11/2024 | 155.95% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 201 CHF | 1,600 CHF | 100.00% | 100.00% |
14/11/2024 | 137.00% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 301 CHF | 1,600 CHF | 98.58% | 98.58% |
13/11/2024 | 138.76% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 291 CHF | 1,600 CHF | 100.00% | 100.00% |
12/11/2024 | 133.47% | 0.00 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 319 CHF | 1,600 CHF | 99.87% | 99.87% |
11/11/2024 | 109.33% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 470 CHF | 1,600 CHF | 100.00% | 100.00% |
08/11/2024 | 107.72% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 480 CHF | 1,600 CHF | 98.31% | 98.31% |
07/11/2024 | 106.25% | 0.01 CHF | 0.02 CHF | 80,000 | 80,000 | 79,917 | 79,917 | 490 CHF | 1,598 CHF | 100.00% | 100.00% |