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 | 163.91% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 225,880 | 225,880 | 452 CHF | 4,527 CHF | 97.71% | 99.89% |
19/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,523 | 223,523 | 447 CHF | 4,478 CHF | 99.95% | 99.95% |
18/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 218,171 | 218,171 | 436 CHF | 4,371 CHF | 99.79% | 99.89% |
15/11/2024 | 144.71% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,228 | 223,228 | 622 CHF | 4,476 CHF | 100.00% | 100.00% |
14/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 216,285 | 216,285 | 433 CHF | 4,344 CHF | 99.76% | 99.76% |
13/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 229,057 | 229,057 | 458 CHF | 4,600 CHF | 100.00% | 100.00% |
12/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,788 | 223,788 | 448 CHF | 4,494 CHF | 99.95% | 99.95% |
11/11/2024 | 163.93% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 208,999 | 208,999 | 418 CHF | 4,191 CHF | 99.36% | 99.36% |
08/11/2024 | 149.28% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 206,741 | 206,741 | 606 CHF | 4,151 CHF | 99.53% | 99.53% |
07/11/2024 | 158.89% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 214,524 | 214,524 | 610 CHF | 4,309 CHF | 99.86% | 99.86% |