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 | - | 0.00 CHF | 0.02 CHF | 10,500 | 220,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 210,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 207,968 | 207,968 | 416 CHF | 4,159 CHF | 55.16% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 202,548 | 202,548 | 405 CHF | 4,051 CHF | 80.83% | 100.00% |
14/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 212,575 | 212,575 | 425 CHF | 4,256 CHF | 100.00% | 100.00% |
13/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 210,259 | 210,259 | 421 CHF | 4,209 CHF | 99.73% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 420 CHF | 4,200 CHF | 53.32% | 99.85% |
11/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 207,558 | 207,558 | 415 CHF | 4,155 CHF | 99.63% | 99.63% |
08/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 206,374 | 206,374 | 413 CHF | 4,132 CHF | 99.47% | 99.47% |
07/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 207,887 | 207,887 | 416 CHF | 4,162 CHF | 100.00% | 100.00% |