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 | 91.43% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 64,142 | 64,142 | 489 CHF | 1,287 CHF | 99.90% | 99.90% |
19/11/2024 | 108.07% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 64,223 | 64,223 | 391 CHF | 1,289 CHF | 98.91% | 98.91% |
18/11/2024 | 74.52% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 64,099 | 64,099 | 567 CHF | 1,286 CHF | 99.58% | 99.58% |
15/11/2024 | 87.33% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 64,040 | 64,040 | 507 CHF | 1,286 CHF | 99.89% | 99.89% |
14/11/2024 | 92.74% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 62,306 | 62,306 | 462 CHF | 1,249 CHF | 98.84% | 98.84% |
13/11/2024 | 86.38% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 64,148 | 64,148 | 514 CHF | 1,286 CHF | 100.00% | 100.00% |
12/11/2024 | 94.26% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 59,563 | 59,563 | 512 CHF | 1,347 CHF | 100.00% | 100.00% |
11/11/2024 | 60.42% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 63,626 | 63,626 | 745 CHF | 1,392 CHF | 99.93% | 99.93% |
08/11/2024 | 64.97% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 42,388 | 42,388 | 774 CHF | 1,245 CHF | 100.00% | 100.00% |
07/11/2024 | 37.69% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 48,621 | 48,621 | 1,086 CHF | 1,589 CHF | 98.22% | 98.22% |