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 | 163.93% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 201,041 | 201,041 | 402 CHF | 4,031 CHF | 90.95% | 99.89% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 232,717 | 232,717 | 465 CHF | 4,654 CHF | 87.33% | 99.95% |
18/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 218,167 | 218,167 | 436 CHF | 4,371 CHF | 99.79% | 99.89% |
15/11/2024 | 163.96% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,227 | 223,227 | 446 CHF | 4,477 CHF | 100.00% | 100.00% |
14/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 216,289 | 216,289 | 433 CHF | 4,344 CHF | 99.76% | 99.76% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 14.40% | 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 | 164.00% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 207,459 | 207,459 | 415 CHF | 4,163 CHF | 80.58% | 99.35% |
08/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 206,742 | 206,742 | 413 CHF | 4,153 CHF | 99.53% | 99.53% |
07/11/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 214,523 | 214,523 | 429 CHF | 4,310 CHF | 99.86% | 99.86% |