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 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 1.41% | 99.89% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 14.00% | 99.95% |
18/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 218,152 | 218,152 | 436 CHF | 4,371 CHF | 99.78% | 99.89% |
15/11/2024 | 163.96% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 223,228 | 223,228 | 446 CHF | 4,477 CHF | 100.00% | 100.00% |
14/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 540,000 | 540,000 | 215,542 | 215,542 | 431 CHF | 4,329 CHF | 99.54% | 99.76% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 560,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 161,447 | 161,447 | 323 CHF | 3,229 CHF | 11.37% | 99.95% |
11/11/2024 | - | - CHF | 0.02 CHF | 0 | 540,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
08/11/2024 | 164.05% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 199,359 | 199,359 | 399 CHF | 4,007 CHF | 91.46% | 99.53% |
07/11/2024 | 164.07% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 218,496 | 218,496 | 437 CHF | 4,391 CHF | 92.84% | 99.86% |