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 | 151.70% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 390 CHF | 2,800 CHF | 100.00% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 280 CHF | 2,800 CHF | 41.21% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 280 CHF | 2,800 CHF | 69.99% | 100.00% |
15/11/2024 | 152.23% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 385 CHF | 2,800 CHF | 100.00% | 100.00% |
14/11/2024 | 121.96% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 685 CHF | 2,800 CHF | 100.00% | 100.00% |
13/11/2024 | 66.77% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,351 | 139,351 | 1,419 CHF | 2,833 CHF | 100.00% | 100.00% |
12/11/2024 | 42.17% | 0.02 CHF | 0.03 CHF | 130,000 | 130,000 | 131,414 | 131,414 | 2,734 CHF | 4,071 CHF | 100.00% | 100.00% |
11/11/2024 | 41.17% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,718 CHF | 4,118 CHF | 100.00% | 100.00% |
08/11/2024 | 55.40% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,881 CHF | 3,281 CHF | 98.90% | 98.90% |
07/11/2024 | 37.57% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,031 CHF | 4,431 CHF | 100.00% | 100.00% |