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 | 163.79% | 0.00 CHF | 0.04 CHF | 130,000 | 130,000 | 126,402 | 126,402 | 506 CHF | 5,056 CHF | 100.00% | 100.00% |
19/11/2024 | 163.10% | 0.00 CHF | 0.04 CHF | 130,000 | 130,000 | 128,316 | 128,316 | 519 CHF | 5,069 CHF | 100.00% | 100.00% |
18/11/2024 | 143.56% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 118,795 | 118,795 | 792 CHF | 4,774 CHF | 100.00% | 100.00% |
15/11/2024 | 141.75% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 119,277 | 119,277 | 834 CHF | 4,842 CHF | 100.00% | 100.00% |
14/11/2024 | 134.80% | 0.01 CHF | 0.04 CHF | 130,000 | 130,000 | 128,683 | 128,683 | 1,007 CHF | 5,134 CHF | 99.18% | 99.18% |
13/11/2024 | 120.89% | 0.01 CHF | 0.04 CHF | 130,000 | 130,000 | 125,176 | 125,176 | 1,241 CHF | 4,988 CHF | 100.00% | 100.00% |
12/11/2024 | 92.90% | 0.01 CHF | 0.04 CHF | 130,000 | 130,000 | 120,020 | 120,020 | 1,771 CHF | 4,809 CHF | 100.00% | 100.00% |
11/11/2024 | 66.26% | 0.02 CHF | 0.04 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 2,522 CHF | 4,984 CHF | 100.00% | 100.00% |
08/11/2024 | 84.61% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 118,778 | 118,778 | 2,026 CHF | 4,893 CHF | 98.77% | 98.77% |
07/11/2024 | 30.21% | 0.06 CHF | 0.07 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 4,755 CHF | 6,202 CHF | 100.00% | 100.00% |