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 | - | - CHF | 0.02 CHF | 0 | 440,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 430,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 410,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 400,000 | 410,000 | 409,512 | 409,512 | 819 CHF | 8,190 CHF | 19.59% | 100.00% |
14/11/2024 | 163.98% | 0.00 CHF | 0.02 CHF | 410,000 | 410,000 | 404,431 | 404,431 | 809 CHF | 8,100 CHF | 68.74% | 99.36% |
13/11/2024 | 164.17% | 0.00 CHF | 0.02 CHF | 420,000 | 420,000 | 402,970 | 402,970 | 806 CHF | 8,077 CHF | 45.13% | 100.00% |
12/11/2024 | 164.14% | 0.00 CHF | 0.02 CHF | 410,000 | 410,000 | 391,972 | 391,972 | 784 CHF | 7,864 CHF | 97.58% | 100.00% |
11/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 400,000 | 400,000 | 393,538 | 393,538 | 787 CHF | 7,883 CHF | 62.20% | 99.24% |
08/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 400,000 | 400,000 | 395,976 | 395,976 | 792 CHF | 7,927 CHF | 100.00% | 100.00% |
07/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 394,391 | 394,391 | 789 CHF | 7,896 CHF | 99.40% | 99.40% |