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 | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 2,988 CHF | 29,876 CHF | 100.00% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 2,988 CHF | 29,876 CHF | 99.89% | 99.89% |
18/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 2,988 CHF | 29,876 CHF | 100.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 2,988 CHF | 29,876 CHF | 100.00% | 100.00% |
14/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,500 | 2,987,500 | 2,988 CHF | 29,875 CHF | 99.04% | 99.04% |
13/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,987,510 | 2,987,510 | 2,988 CHF | 29,875 CHF | 98.99% | 98.99% |
12/11/2024 | 117.93% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,896,280 | 2,896,280 | 11,533 CHF | 40,609 CHF | 97.81% | 97.81% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,983,710 | 2,983,710 | 44,756 CHF | 74,593 CHF | 75.87% | 100.00% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,460 | 2,987,460 | 44,812 CHF | 74,687 CHF | 98.94% | 98.94% |
07/11/2024 | 49.96% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,868 CHF | 74,744 CHF | 100.00% | 100.00% |