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 | 181.06% | 0.00 CHF | 0.04 CHF | 130,000 | 130,000 | 126,407 | 126,407 | 253 CHF | 5,056 CHF | 100.00% | 100.00% |
19/11/2024 | 180.84% | 0.00 CHF | 0.04 CHF | 130,000 | 130,000 | 128,316 | 128,316 | 257 CHF | 5,069 CHF | 100.00% | 100.00% |
18/11/2024 | 170.68% | 0.00 CHF | 0.04 CHF | 120,000 | 120,000 | 118,795 | 118,795 | 383 CHF | 4,775 CHF | 100.00% | 100.00% |
15/11/2024 | 177.43% | 0.00 CHF | 0.04 CHF | 120,000 | 120,000 | 119,277 | 119,277 | 294 CHF | 4,843 CHF | 100.00% | 100.00% |
14/11/2024 | 165.30% | 0.00 CHF | 0.04 CHF | 130,000 | 130,000 | 128,683 | 128,683 | 492 CHF | 5,134 CHF | 99.18% | 99.18% |
13/11/2024 | 156.11% | 0.01 CHF | 0.04 CHF | 130,000 | 130,000 | 125,181 | 125,181 | 625 CHF | 4,988 CHF | 100.00% | 100.00% |
12/11/2024 | 141.46% | 0.01 CHF | 0.04 CHF | 130,000 | 130,000 | 120,020 | 120,020 | 834 CHF | 4,810 CHF | 100.00% | 100.00% |
11/11/2024 | 150.25% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 713 CHF | 4,986 CHF | 100.00% | 100.00% |
08/11/2024 | 149.51% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 118,753 | 118,753 | 712 CHF | 4,893 CHF | 98.47% | 98.47% |
07/11/2024 | 139.37% | 0.01 CHF | 0.04 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 944 CHF | 5,066 CHF | 100.00% | 100.00% |