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 | - | - CHF | 0.02 CHF | 0 | 510,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 458,254 | 458,254 | 917 CHF | 9,165 CHF | 3.64% | 99.90% |
15/11/2024 | 163.91% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 120,861 | 120,861 | 242 CHF | 2,422 CHF | 84.78% | 100.00% |
14/11/2024 | 163.81% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 316,758 | 316,758 | 634 CHF | 6,349 CHF | 18.78% | 100.00% |
13/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 172,589 | 172,589 | 345 CHF | 3,467 CHF | 98.65% | 100.00% |
12/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 177,413 | 177,413 | 355 CHF | 3,563 CHF | 100.00% | 100.00% |
11/11/2024 | 163.99% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 174,613 | 174,613 | 349 CHF | 3,506 CHF | 99.77% | 99.77% |
08/11/2024 | 68.71% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 144,014 | 144,014 | 808 CHF | 3,156 CHF | 95.66% | 99.04% |
07/11/2024 | 30.28% | 0.03 CHF | 0.04 CHF | 480,000 | 480,000 | 168,285 | 168,285 | 5,407 CHF | 7,097 CHF | 99.85% | 99.85% |