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 | 528,896 | 528,896 | 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 | 525,062 | 525,062 | 1,050 CHF | 10,511 CHF | 99.85% | 99.85% |
18/11/2024 | 135.67% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 524,213 | 524,213 | 2,029 CHF | 10,493 CHF | 100.00% | 100.00% |
15/11/2024 | 124.23% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,260 | 516,260 | 2,451 CHF | 10,334 CHF | 100.00% | 100.00% |
14/11/2024 | 123.63% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 522,058 | 522,058 | 2,498 CHF | 10,450 CHF | 99.04% | 99.04% |
13/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,314 | 516,314 | 2,065 CHF | 10,335 CHF | 99.00% | 99.00% |
12/11/2024 | 138.59% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 476,032 | 476,032 | 1,808 CHF | 9,801 CHF | 97.75% | 97.75% |
11/11/2024 | 124.79% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 432,601 | 432,601 | 2,034 CHF | 8,659 CHF | 100.00% | 100.00% |
08/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 435,525 | 435,525 | 1,742 CHF | 8,718 CHF | 98.58% | 98.58% |
07/11/2024 | 131.95% | 0.00 CHF | 0.02 CHF | 430,000 | 430,000 | 426,402 | 426,402 | 1,766 CHF | 8,535 CHF | 100.00% | 100.00% |