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 | 164.05% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 92,200 | 92,200 | 184 CHF | 1,854 CHF | 85.96% | 99.89% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 500 CHF | 5,000 CHF | 10.27% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 500 CHF | 5,000 CHF | 4.76% | 99.89% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 240,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 240,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 240,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 480 CHF | 4,800 CHF | 1.26% | 99.85% |
11/11/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 85,856 | 85,856 | 172 CHF | 1,727 CHF | 86.32% | 99.90% |
08/11/2024 | 164.08% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 86,564 | 86,564 | 173 CHF | 1,741 CHF | 84.88% | 100.00% |
07/11/2024 | 163.99% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 104,583 | 104,583 | 209 CHF | 2,100 CHF | 99.90% | 99.90% |