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 | 163.87% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 101,083 | 101,083 | 202 CHF | 2,025 CHF | 99.32% | 99.32% |
19/11/2024 | 164.05% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 100,685 | 100,685 | 201 CHF | 2,025 CHF | 100.00% | 100.00% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 216,645 | 216,645 | 433 CHF | 4,333 CHF | 17.75% | 99.77% |
15/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 100,605 | 100,605 | 201 CHF | 2,015 CHF | 99.90% | 99.90% |
14/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 97,594 | 97,594 | 195 CHF | 1,960 CHF | 98.26% | 98.64% |
13/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 210,000 | 210,000 | 97,934 | 97,934 | 196 CHF | 1,967 CHF | 100.00% | 100.00% |
12/11/2024 | 164.17% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 98,700 | 98,700 | 197 CHF | 1,988 CHF | 99.76% | 99.76% |
11/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 209,949 | 209,949 | 420 CHF | 4,199 CHF | 19.18% | 99.90% |
08/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 220,000 | 220,000 | 103,768 | 103,768 | 208 CHF | 2,084 CHF | 99.06% | 99.06% |
07/11/2024 | 140.16% | 0.00 CHF | 0.02 CHF | 230,000 | 230,000 | 102,230 | 102,230 | 315 CHF | 2,052 CHF | 99.68% | 99.68% |