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 | 163.92% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 102,363 | 102,363 | 205 CHF | 2,052 CHF | 91.89% | 99.89% |
19/11/2024 | 163.83% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 113,507 | 113,507 | 228 CHF | 2,274 CHF | 99.60% | 99.95% |
18/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 109,281 | 109,281 | 219 CHF | 2,189 CHF | 99.78% | 99.89% |
15/11/2024 | 160.48% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 115,433 | 115,433 | 270 CHF | 2,315 CHF | 100.00% | 100.00% |
14/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 111,862 | 111,862 | 224 CHF | 2,247 CHF | 99.76% | 99.76% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 560 CHF | 5,600 CHF | 14.56% | 100.00% |
12/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 280,000 | 280,000 | 112,590 | 112,590 | 225 CHF | 2,261 CHF | 99.95% | 99.95% |
11/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 267,302 | 267,302 | 535 CHF | 5,346 CHF | 3.24% | 99.36% |
08/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 106,830 | 106,830 | 214 CHF | 2,146 CHF | 99.53% | 99.53% |
07/11/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 110,994 | 110,994 | 222 CHF | 2,230 CHF | 99.86% | 99.86% |