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 | 161.74% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 174,253 | 174,253 | 406 CHF | 3,498 CHF | 99.90% | 99.90% |
19/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 174,112 | 174,112 | 348 CHF | 3,497 CHF | 100.00% | 100.00% |
18/11/2024 | 139.93% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 173,896 | 173,896 | 541 CHF | 3,490 CHF | 99.90% | 99.90% |
15/11/2024 | 147.90% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 149,768 | 149,768 | 481 CHF | 3,011 CHF | 98.15% | 98.15% |
14/11/2024 | 133.99% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 166,523 | 166,523 | 666 CHF | 3,343 CHF | 100.00% | 100.00% |
13/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 165,135 | 165,135 | 661 CHF | 3,315 CHF | 100.00% | 100.00% |
12/11/2024 | 134.54% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 167,333 | 167,333 | 655 CHF | 3,359 CHF | 100.00% | 100.00% |
11/11/2024 | 161.29% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 150,839 | 150,839 | 440 CHF | 3,254 CHF | 99.90% | 99.90% |
08/11/2024 | 135.68% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 158,821 | 158,821 | 635 CHF | 3,234 CHF | 98.90% | 98.90% |
07/11/2024 | 135.36% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 155,488 | 155,488 | 609 CHF | 3,122 CHF | 100.00% | 100.00% |