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 | 163.64% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 105,905 | 105,905 | 212 CHF | 2,118 CHF | 70.00% | 100.00% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 107,122 | 107,122 | 214 CHF | 2,142 CHF | 99.67% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 214 CHF | 2,143 CHF | 100.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 112,966 | 112,966 | 226 CHF | 2,259 CHF | 99.70% | 100.00% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 116,853 | 116,853 | 234 CHF | 2,337 CHF | 99.36% | 99.36% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 115,590 | 115,590 | 231 CHF | 2,312 CHF | 91.98% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 116,445 | 116,445 | 233 CHF | 2,329 CHF | 57.73% | 100.00% |
11/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 107,131 | 107,131 | 214 CHF | 2,143 CHF | 99.93% | 99.93% |
08/11/2024 | 161.24% | 0.00 CHF | 0.02 CHF | 110,000 | 110,000 | 100,252 | 100,252 | 205 CHF | 2,005 CHF | 100.00% | 100.00% |
07/11/2024 | 123.17% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 107,091 | 107,091 | 516 CHF | 2,142 CHF | 98.53% | 98.53% |