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 | 108.90% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 214,266 | 214,266 | 1,265 CHF | 4,285 CHF | 100.00% | 100.00% |
19/11/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 1,286 CHF | 4,285 CHF | 100.00% | 100.00% |
18/11/2024 | 108.60% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 214,272 | 214,272 | 1,270 CHF | 4,285 CHF | 100.00% | 100.00% |
15/11/2024 | 133.25% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 219,781 | 219,781 | 881 CHF | 4,396 CHF | 100.00% | 100.00% |
14/11/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 223,968 | 223,968 | 896 CHF | 4,479 CHF | 99.36% | 99.36% |
13/11/2024 | 124.19% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 223,060 | 223,060 | 1,045 CHF | 4,461 CHF | 100.00% | 100.00% |
12/11/2024 | 128.64% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 226,011 | 226,011 | 985 CHF | 4,520 CHF | 68.32% | 100.00% |
11/11/2024 | 91.65% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 1,595 CHF | 4,285 CHF | 99.93% | 99.93% |
08/11/2024 | 57.89% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 213,581 | 213,581 | 2,718 CHF | 4,873 CHF | 100.00% | 100.00% |
07/11/2024 | 28.81% | 0.03 CHF | 0.04 CHF | 210,000 | 210,000 | 204,446 | 204,446 | 6,139 CHF | 8,184 CHF | 98.53% | 98.53% |