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 | 147.47% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 209,765 | 209,765 | 646 CHF | 4,199 CHF | 100.00% | 100.00% |
19/11/2024 | 155.82% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 215,920 | 215,920 | 547 CHF | 4,323 CHF | 100.00% | 100.00% |
18/11/2024 | 121.73% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 206,774 | 206,774 | 1,022 CHF | 4,139 CHF | 100.00% | 100.00% |
15/11/2024 | 115.69% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 200,047 | 200,047 | 1,084 CHF | 4,004 CHF | 100.00% | 100.00% |
14/11/2024 | 123.93% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 212,580 | 212,580 | 1,011 CHF | 4,255 CHF | 100.00% | 100.00% |
13/11/2024 | 131.39% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 210,285 | 210,285 | 880 CHF | 4,209 CHF | 100.00% | 100.00% |
12/11/2024 | 121.42% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 207,884 | 207,884 | 1,034 CHF | 4,161 CHF | 99.85% | 99.85% |
11/11/2024 | 98.83% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 207,569 | 207,569 | 1,424 CHF | 4,155 CHF | 100.00% | 100.00% |
08/11/2024 | 87.68% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 206,393 | 206,393 | 1,628 CHF | 4,131 CHF | 100.00% | 100.00% |
07/11/2024 | 98.46% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 207,887 | 207,887 | 1,433 CHF | 4,161 CHF | 100.00% | 100.00% |