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 | 164.02% | 0.00 CHF | 0.02 CHF | 160,000 | 160,000 | 157,391 | 157,391 | 315 CHF | 3,153 CHF | 61.62% | 100.00% |
19/11/2024 | - | 0.00 CHF | 0.02 CHF | 8,000 | 160,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 320 CHF | 3,200 CHF | 16.31% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 320 CHF | 3,200 CHF | 24.89% | 100.00% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 160,000 | 160,000 | 162,225 | 162,225 | 324 CHF | 3,245 CHF | 65.55% | 99.36% |
13/11/2024 | 163.95% | 0.00 CHF | 0.02 CHF | 170,000 | 170,000 | 164,402 | 164,402 | 329 CHF | 3,292 CHF | 76.39% | 100.00% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 160,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | - CHF | 0.02 CHF | 0 | 160,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08/11/2024 | - | - CHF | 0.02 CHF | 0 | 160,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
07/11/2024 | - | - CHF | 0.02 CHF | 0 | 160,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |