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 | 240,000 | 240,000 | 240,000 | 240,000 | 480 CHF | 4,800 CHF | 100.00% | 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 | 100.00% | 100.00% |
18/11/2024 | 142.60% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 813 CHF | 4,800 CHF | 100.00% | 100.00% |
15/11/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 960 CHF | 4,800 CHF | 100.00% | 100.00% |
14/11/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 960 CHF | 4,800 CHF | 100.00% | 100.00% |
13/11/2024 | 132.99% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 966 CHF | 4,800 CHF | 100.00% | 100.00% |
12/11/2024 | 113.47% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 1,332 CHF | 4,800 CHF | 100.00% | 100.00% |
11/11/2024 | 99.45% | 0.01 CHF | 0.02 CHF | 230,000 | 230,000 | 234,865 | 234,865 | 1,582 CHF | 4,697 CHF | 100.00% | 100.00% |
08/11/2024 | 90.09% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 234,480 | 234,480 | 1,782 CHF | 4,690 CHF | 98.90% | 98.90% |
07/11/2024 | 58.81% | 0.01 CHF | 0.02 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 2,776 CHF | 5,076 CHF | 100.00% | 100.00% |