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 | 160.89% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 88,196 | 88,196 | 217 CHF | 1,771 CHF | 99.90% | 99.90% |
19/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 88,121 | 88,121 | 176 CHF | 1,770 CHF | 100.00% | 100.00% |
18/11/2024 | 160.27% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 87,833 | 87,833 | 225 CHF | 1,763 CHF | 99.90% | 99.90% |
15/11/2024 | 164.22% | 0.00 CHF | 0.02 CHF | 200,000 | 200,000 | 76,265 | 76,265 | 153 CHF | 1,534 CHF | 98.15% | 98.15% |
14/11/2024 | 112.43% | 0.00 CHF | 0.02 CHF | 190,000 | 190,000 | 85,364 | 85,364 | 454 CHF | 1,713 CHF | 100.00% | 100.00% |
13/11/2024 | 108.85% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 84,834 | 84,834 | 504 CHF | 1,702 CHF | 100.00% | 100.00% |
12/11/2024 | 132.00% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 85,929 | 85,929 | 373 CHF | 1,725 CHF | 100.00% | 100.00% |
11/11/2024 | 162.47% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 78,273 | 78,273 | 212 CHF | 1,696 CHF | 99.89% | 99.89% |
08/11/2024 | 135.83% | 0.00 CHF | 0.02 CHF | 190,000 | 190,000 | 83,501 | 83,501 | 332 CHF | 1,701 CHF | 98.90% | 98.90% |
07/11/2024 | 157.24% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 81,434 | 81,434 | 240 CHF | 1,635 CHF | 100.00% | 100.00% |