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 | 132.30% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 261,381 | 261,381 | 1,068 CHF | 5,228 CHF | 100.00% | 100.00% |
19/11/2024 | 120.29% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 262,224 | 262,224 | 1,314 CHF | 5,244 CHF | 100.00% | 100.00% |
18/11/2024 | 107.07% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 1,575 CHF | 5,200 CHF | 100.00% | 100.00% |
15/11/2024 | 82.04% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 2,180 CHF | 5,200 CHF | 100.00% | 100.00% |
14/11/2024 | 79.45% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 2,251 CHF | 5,201 CHF | 100.00% | 100.00% |
13/11/2024 | 77.27% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 2,311 CHF | 5,200 CHF | 100.00% | 100.00% |
12/11/2024 | 54.56% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 250,103 | 250,103 | 3,361 CHF | 5,862 CHF | 100.00% | 100.00% |
11/11/2024 | 42.32% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,667 CHF | 7,167 CHF | 100.00% | 100.00% |
08/11/2024 | 53.23% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,490 CHF | 5,990 CHF | 98.90% | 98.90% |
07/11/2024 | 40.92% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,910 CHF | 7,410 CHF | 100.00% | 100.00% |