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 | 163.88% | 0.00 CHF | 0.02 CHF | 550,000 | 550,000 | 528,895 | 528,895 | 1,058 CHF | 10,588 CHF | 100.00% | 100.00% |
19/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 525,058 | 525,058 | 1,050 CHF | 10,511 CHF | 99.85% | 99.85% |
18/11/2024 | 159.97% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 524,213 | 524,213 | 1,182 CHF | 10,494 CHF | 100.00% | 100.00% |
15/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,251 | 516,251 | 2,065 CHF | 10,334 CHF | 100.00% | 100.00% |
14/11/2024 | 125.77% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 522,057 | 522,057 | 2,411 CHF | 10,450 CHF | 99.04% | 99.04% |
13/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,312 | 516,312 | 2,065 CHF | 10,335 CHF | 98.99% | 98.99% |
12/11/2024 | 147.16% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 476,037 | 476,037 | 1,531 CHF | 9,801 CHF | 97.75% | 97.75% |
11/11/2024 | 133.68% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 433,521 | 433,521 | 1,734 CHF | 8,691 CHF | 100.00% | 100.00% |
08/11/2024 | 133.69% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 436,452 | 436,452 | 1,746 CHF | 8,751 CHF | 98.58% | 98.58% |
07/11/2024 | 133.69% | 0.00 CHF | 0.02 CHF | 430,000 | 430,000 | 427,201 | 427,201 | 1,709 CHF | 8,563 CHF | 100.00% | 100.00% |