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 | 151.87% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 750 CHF | 5,400 CHF | 100.00% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 540 CHF | 5,400 CHF | 100.00% | 100.00% |
18/11/2024 | 141.60% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 933 CHF | 5,400 CHF | 100.00% | 100.00% |
15/11/2024 | 118.77% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 1,387 CHF | 5,400 CHF | 100.00% | 100.00% |
14/11/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 270,000 | 270,000 | 269,880 | 269,880 | 1,619 CHF | 5,398 CHF | 100.00% | 100.00% |
13/11/2024 | 124.27% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 270,978 | 270,978 | 1,275 CHF | 5,422 CHF | 100.00% | 100.00% |
12/11/2024 | 100.41% | 0.01 CHF | 0.02 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 1,799 CHF | 5,400 CHF | 100.00% | 100.00% |
11/11/2024 | 67.27% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 2,666 CHF | 5,341 CHF | 100.00% | 100.00% |
08/11/2024 | 74.66% | 0.01 CHF | 0.02 CHF | 270,000 | 270,000 | 263,639 | 263,639 | 2,417 CHF | 5,283 CHF | 100.00% | 100.00% |
07/11/2024 | 65.29% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 2,696 CHF | 5,297 CHF | 100.00% | 100.00% |