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 | 1,000,000 | 1,000,000 | 989,953 | 989,953 | 1,980 CHF | 19,818 CHF | 100.00% | 100.00% |
19/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,923 | 989,923 | 1,980 CHF | 19,818 CHF | 99.85% | 99.85% |
18/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,953 | 989,953 | 1,980 CHF | 19,818 CHF | 100.00% | 100.00% |
15/11/2024 | 150.40% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 2,869 CHF | 19,818 CHF | 100.00% | 100.00% |
14/11/2024 | 149.86% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,842 | 989,842 | 2,905 CHF | 19,816 CHF | 99.04% | 99.04% |
13/11/2024 | 160.83% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,837 | 989,837 | 2,181 CHF | 19,816 CHF | 99.00% | 99.00% |
12/11/2024 | 164.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 950,856 | 950,856 | 1,902 CHF | 19,580 CHF | 97.75% | 97.75% |
11/11/2024 | 138.09% | 0.00 CHF | 0.02 CHF | 880,000 | 880,000 | 865,192 | 865,192 | 3,208 CHF | 17,319 CHF | 100.00% | 100.00% |
08/11/2024 | 135.06% | 0.00 CHF | 0.02 CHF | 880,000 | 880,000 | 871,078 | 871,078 | 3,408 CHF | 17,437 CHF | 98.88% | 98.88% |
07/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 860,000 | 860,000 | 852,821 | 852,821 | 3,411 CHF | 17,071 CHF | 100.00% | 100.00% |