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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 133.83% | 0.00 CHF | 0.02 CHF | 470,000 | 470,000 | 257,579 | 257,579 | 1,030 CHF | 5,165 CHF | 98.88% | 98.88% |
20/11/2024 | 108.33% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 263,258 | 263,258 | 1,580 CHF | 5,278 CHF | 99.90% | 99.90% |
19/11/2024 | 111.30% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 265,234 | 265,234 | 1,470 CHF | 5,312 CHF | 99.55% | 99.55% |
18/11/2024 | 119.38% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 262,206 | 262,206 | 1,573 CHF | 6,206 CHF | 97.74% | 97.74% |
15/11/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 530,000 | 530,000 | 283,983 | 283,983 | 1,704 CHF | 5,688 CHF | 99.27% | 99.27% |
14/11/2024 | 117.29% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 269,824 | 269,824 | 1,347 CHF | 5,413 CHF | 98.88% | 98.88% |
13/11/2024 | 111.61% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 266,026 | 266,026 | 1,472 CHF | 5,336 CHF | 99.34% | 99.34% |
12/11/2024 | 122.96% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 205,534 | 205,534 | 1,644 CHF | 5,162 CHF | 78.38% | 96.71% |
11/11/2024 | 103.63% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 262,441 | 262,441 | 1,770 CHF | 5,254 CHF | 97.30% | 97.30% |
08/11/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 540,000 | 540,000 | 287,510 | 287,510 | 1,725 CHF | 5,768 CHF | 100.00% | 100.00% |