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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 126.87% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 171,726 | 171,726 | 892 CHF | 3,452 CHF | 99.36% | 99.36% |
22/11/2024 | 154.33% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 173,776 | 173,776 | 681 CHF | 3,480 CHF | 99.98% | 99.98% |
20/11/2024 | 161.69% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 180,130 | 180,130 | 433 CHF | 3,606 CHF | 99.78% | 99.78% |
19/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 182,014 | 182,014 | 364 CHF | 3,644 CHF | 100.00% | 100.00% |
18/11/2024 | 160.64% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 181,417 | 181,417 | 388 CHF | 3,632 CHF | 99.90% | 99.90% |
15/11/2024 | 134.59% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 180,428 | 180,428 | 692 CHF | 3,612 CHF | 100.00% | 100.00% |
14/11/2024 | 136.38% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 170,646 | 170,646 | 670 CHF | 3,426 CHF | 100.00% | 100.00% |
13/11/2024 | 133.85% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 177,146 | 177,146 | 713 CHF | 3,556 CHF | 100.00% | 100.00% |
12/11/2024 | 113.34% | 0.00 CHF | 0.02 CHF | 510,000 | 510,000 | 177,432 | 177,432 | 885 CHF | 3,560 CHF | 100.00% | 100.00% |
11/11/2024 | 108.37% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 174,608 | 174,608 | 1,145 CHF | 3,503 CHF | 99.77% | 99.77% |