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 | - | - CHF | 0.02 CHF | 0 | 370,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 39.01% | 99.50% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 89.34% | 99.68% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 99.02% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 95.22% | 100.00% |
11/11/2024 | 161.85% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 348,813 | 348,813 | 739 CHF | 6,976 CHF | 91.84% | 100.00% |
08/11/2024 | 156.39% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 347,428 | 347,428 | 860 CHF | 6,949 CHF | 98.90% | 98.90% |
07/11/2024 | 138.48% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 325,487 | 325,487 | 1,191 CHF | 6,510 CHF | 88.44% | 100.00% |