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 | 110,000 | 110,000 | 110,000 | 110,000 | 220 CHF | 2,200 CHF | 100.00% | 100.00% |
19/11/2024 | 132.88% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 444 CHF | 2,200 CHF | 99.84% | 99.84% |
18/11/2024 | 132.79% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 447 CHF | 2,200 CHF | 100.00% | 100.00% |
15/11/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 440 CHF | 2,200 CHF | 100.00% | 100.00% |
14/11/2024 | 114.73% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 600 CHF | 2,200 CHF | 100.00% | 100.00% |
13/11/2024 | 139.80% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 399 CHF | 2,200 CHF | 100.00% | 100.00% |
12/11/2024 | 16.57% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 100,471 | 100,471 | 5,805 CHF | 6,809 CHF | 99.85% | 99.85% |
11/11/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 99,968 | 99,968 | 8,127 CHF | 9,127 CHF | 100.00% | 100.00% |
08/11/2024 | 15.11% | 0.07 CHF | 0.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 6,142 CHF | 7,142 CHF | 98.58% | 98.58% |
07/11/2024 | 13.10% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 7,148 CHF | 8,148 CHF | 100.00% | 100.00% |