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 | 130,000 | 130,000 | 57,123 | 57,123 | 114 CHF | 1,148 CHF | 90.79% | 99.90% |
19/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 65,151 | 65,151 | 130 CHF | 1,308 CHF | 100.00% | 100.00% |
18/11/2024 | 163.99% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 62,003 | 62,003 | 124 CHF | 1,245 CHF | 99.64% | 99.64% |
15/11/2024 | 164.06% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 44,567 | 44,567 | 89 CHF | 896 CHF | 98.89% | 98.89% |
14/11/2024 | 105.53% | 0.00 CHF | 0.02 CHF | 140,000 | 140,000 | 59,023 | 59,023 | 333 CHF | 1,467 CHF | 61.97% | 94.39% |
13/11/2024 | 26.21% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 67,454 | 67,454 | 2,241 CHF | 2,919 CHF | 99.78% | 99.78% |
12/11/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 67,101 | 67,101 | 2,703 CHF | 3,377 CHF | 100.00% | 100.00% |
11/11/2024 | 19.68% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 67,454 | 67,454 | 3,045 CHF | 3,722 CHF | 99.90% | 99.90% |
08/11/2024 | 16.98% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 68,501 | 68,501 | 3,860 CHF | 4,549 CHF | 100.00% | 100.00% |
07/11/2024 | 15.76% | 0.06 CHF | 0.07 CHF | 150,000 | 150,000 | 67,560 | 67,560 | 4,045 CHF | 4,723 CHF | 99.85% | 99.85% |