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 | 163.99% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 222,998 | 222,998 | 446 CHF | 4,477 CHF | 99.90% | 99.90% |
19/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 490,000 | 490,000 | 213,861 | 213,861 | 428 CHF | 4,295 CHF | 100.00% | 100.00% |
18/11/2024 | 162.00% | 0.00 CHF | 0.02 CHF | 490,000 | 490,000 | 211,987 | 211,987 | 440 CHF | 4,256 CHF | 99.90% | 99.90% |
15/11/2024 | 159.55% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 187,290 | 187,290 | 458 CHF | 3,762 CHF | 99.45% | 99.45% |
14/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 210,997 | 210,997 | 422 CHF | 4,236 CHF | 100.00% | 100.00% |
13/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 211,024 | 211,024 | 844 CHF | 4,236 CHF | 100.00% | 100.00% |
12/11/2024 | 158.23% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 211,625 | 211,625 | 601 CHF | 4,249 CHF | 99.85% | 99.85% |
11/11/2024 | 158.77% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 213,600 | 213,600 | 592 CHF | 4,289 CHF | 99.90% | 99.90% |
08/11/2024 | 160.15% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 216,469 | 216,469 | 555 CHF | 4,347 CHF | 100.00% | 100.00% |
07/11/2024 | 139.96% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 209,069 | 209,069 | 782 CHF | 4,197 CHF | 99.90% | 99.90% |