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 | 99.84% | 99.84% |
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 | 144.50% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 3,250 CHF | 19,816 CHF | 100.00% | 100.00% |
14/11/2024 | 141.29% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,842 | 989,842 | 3,461 CHF | 19,814 CHF | 99.04% | 99.04% |
13/11/2024 | 147.14% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,837 | 989,837 | 3,085 CHF | 19,816 CHF | 99.00% | 99.00% |
12/11/2024 | 152.55% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 950,872 | 950,872 | 2,703 CHF | 19,578 CHF | 97.75% | 97.75% |
11/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 880,000 | 880,000 | 865,195 | 865,195 | 3,461 CHF | 17,319 CHF | 100.00% | 100.00% |
08/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 880,000 | 880,000 | 871,051 | 871,051 | 3,484 CHF | 17,436 CHF | 98.58% | 98.58% |
07/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 860,000 | 860,000 | 852,818 | 852,818 | 3,411 CHF | 17,071 CHF | 100.00% | 100.00% |