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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 113.69% | 0.00 CHF | 0.02 CHF | 270,000 | 270,000 | 150,478 | 150,478 | 787 CHF | 3,014 CHF | 100.00% | 100.00% |
22/11/2024 | 94.45% | 0.01 CHF | 0.02 CHF | 270,000 | 270,000 | 150,420 | 150,420 | 1,069 CHF | 3,013 CHF | 100.00% | 100.00% |
20/11/2024 | 133.49% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 145,879 | 145,879 | 588 CHF | 2,922 CHF | 99.77% | 99.77% |
19/11/2024 | 136.16% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 136,980 | 136,980 | 548 CHF | 3,009 CHF | 99.54% | 99.54% |
18/11/2024 | 108.19% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,828 | 145,828 | 875 CHF | 2,920 CHF | 99.90% | 99.90% |
15/11/2024 | 128.34% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,861 | 145,861 | 693 CHF | 2,922 CHF | 100.00% | 100.00% |
14/11/2024 | 135.18% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 136,642 | 136,642 | 547 CHF | 2,815 CHF | 100.00% | 100.00% |
13/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 138,331 | 138,331 | 553 CHF | 2,776 CHF | 100.00% | 100.00% |
12/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 139,560 | 139,560 | 558 CHF | 2,800 CHF | 99.90% | 99.90% |
11/11/2024 | 133.93% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 144,622 | 144,622 | 578 CHF | 2,901 CHF | 99.90% | 99.90% |