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 | 163.90% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 233,350 | 233,350 | 467 CHF | 4,676 CHF | 99.89% | 99.89% |
19/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,507 | 223,507 | 447 CHF | 4,478 CHF | 99.95% | 99.95% |
18/11/2024 | 156.65% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 218,108 | 218,108 | 606 CHF | 4,370 CHF | 99.78% | 99.89% |
15/11/2024 | 133.88% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,223 | 223,223 | 893 CHF | 4,476 CHF | 100.00% | 100.00% |
14/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 216,281 | 216,281 | 865 CHF | 4,342 CHF | 99.76% | 99.76% |
13/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 229,040 | 229,040 | 458 CHF | 4,600 CHF | 100.00% | 100.00% |
12/11/2024 | 146.39% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,786 | 223,786 | 626 CHF | 4,492 CHF | 99.95% | 99.95% |
11/11/2024 | 135.06% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 208,994 | 208,994 | 800 CHF | 4,190 CHF | 99.36% | 99.36% |
08/11/2024 | 111.07% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 206,740 | 206,740 | 1,186 CHF | 4,149 CHF | 99.53% | 99.53% |
07/11/2024 | 128.88% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 214,494 | 214,494 | 1,066 CHF | 4,306 CHF | 99.86% | 99.86% |