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 | 164.01% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 120,068 | 120,068 | 240 CHF | 2,411 CHF | 99.91% | 99.91% |
19/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 120,529 | 120,529 | 241 CHF | 2,420 CHF | 100.00% | 100.00% |
18/11/2024 | 162.53% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 116,564 | 116,564 | 245 CHF | 2,340 CHF | 99.64% | 99.64% |
15/11/2024 | 140.26% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 89,132 | 89,132 | 251 CHF | 1,791 CHF | 98.89% | 98.89% |
14/11/2024 | 85.19% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 113,983 | 113,983 | 1,233 CHF | 3,411 CHF | 61.97% | 94.39% |
13/11/2024 | 15.64% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 134,845 | 134,845 | 8,022 CHF | 9,376 CHF | 99.78% | 99.78% |
12/11/2024 | 14.12% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 134,203 | 134,203 | 9,035 CHF | 10,383 CHF | 100.00% | 100.00% |
11/11/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 134,907 | 134,907 | 9,580 CHF | 10,935 CHF | 99.90% | 99.90% |
08/11/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 135,894 | 135,894 | 11,503 CHF | 12,868 CHF | 100.00% | 100.00% |
07/11/2024 | 11.35% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 135,036 | 135,036 | 11,494 CHF | 12,850 CHF | 99.85% | 99.85% |