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 | 130,000 | 140,000 | 130,000 | 130,000 | 260 CHF | 2,600 CHF | 31.99% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 132,224 | 132,224 | 264 CHF | 2,644 CHF | 100.00% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 260 CHF | 2,600 CHF | 100.00% | 100.00% |
15/11/2024 | 136.99% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 489 CHF | 2,600 CHF | 100.00% | 100.00% |
14/11/2024 | 147.60% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 129,032 | 129,032 | 394 CHF | 2,581 CHF | 100.00% | 100.00% |
13/11/2024 | 158.76% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 302 CHF | 2,600 CHF | 100.00% | 100.00% |
12/11/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 129,993 | 129,993 | 520 CHF | 2,600 CHF | 100.00% | 100.00% |
11/11/2024 | 120.47% | 0.01 CHF | 0.02 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 650 CHF | 2,600 CHF | 100.00% | 100.00% |
08/11/2024 | 129.19% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 129,987 | 129,987 | 562 CHF | 2,600 CHF | 98.90% | 98.90% |
07/11/2024 | 102.21% | 0.01 CHF | 0.02 CHF | 130,000 | 130,000 | 129,993 | 129,993 | 845 CHF | 2,600 CHF | 100.00% | 100.00% |