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 | 135.05% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 233,328 | 233,328 | 886 CHF | 4,675 CHF | 99.89% | 99.89% |
19/11/2024 | 133.73% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,495 | 223,495 | 894 CHF | 4,477 CHF | 99.95% | 99.95% |
18/11/2024 | 132.81% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 218,148 | 218,148 | 912 CHF | 4,370 CHF | 99.78% | 99.89% |
15/11/2024 | 109.96% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,228 | 223,228 | 1,270 CHF | 4,474 CHF | 100.00% | 100.00% |
14/11/2024 | 94.39% | 0.01 CHF | 0.02 CHF | 540,000 | 540,000 | 216,284 | 216,284 | 1,532 CHF | 4,338 CHF | 99.76% | 99.76% |
13/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 229,042 | 229,042 | 916 CHF | 4,598 CHF | 100.00% | 100.00% |
12/11/2024 | 118.62% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,789 | 223,789 | 1,077 CHF | 4,490 CHF | 99.95% | 99.95% |
11/11/2024 | 99.71% | 0.01 CHF | 0.02 CHF | 540,000 | 540,000 | 208,954 | 208,954 | 1,366 CHF | 4,187 CHF | 99.36% | 99.36% |
08/11/2024 | 59.84% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 206,744 | 206,744 | 2,419 CHF | 4,496 CHF | 99.53% | 99.53% |
07/11/2024 | 77.92% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 214,501 | 214,501 | 2,209 CHF | 4,520 CHF | 99.86% | 99.86% |