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 | 163.96% | 0.00 CHF | 0.02 CHF | 340,000 | 340,000 | 154,866 | 154,866 | 310 CHF | 3,107 CHF | 99.90% | 99.90% |
19/11/2024 | 163.89% | 0.00 CHF | 0.02 CHF | 340,000 | 340,000 | 154,941 | 154,941 | 310 CHF | 3,108 CHF | 100.00% | 100.00% |
18/11/2024 | 163.87% | 0.00 CHF | 0.02 CHF | 340,000 | 340,000 | 154,953 | 154,953 | 310 CHF | 3,104 CHF | 99.90% | 99.90% |
15/11/2024 | 164.33% | 0.00 CHF | 0.02 CHF | 340,000 | 340,000 | 305,563 | 305,563 | 611 CHF | 6,126 CHF | 24.02% | 99.69% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 320,000 | 320,000 | 146,056 | 146,056 | 292 CHF | 2,921 CHF | 1.56% | 100.00% |
13/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 320,000 | 320,000 | 147,391 | 147,391 | 295 CHF | 2,960 CHF | 100.00% | 100.00% |
12/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 151,082 | 151,082 | 302 CHF | 3,034 CHF | 100.00% | 100.00% |
11/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 148,680 | 148,680 | 297 CHF | 2,986 CHF | 100.00% | 100.00% |
08/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 151,164 | 151,164 | 302 CHF | 3,036 CHF | 100.00% | 100.00% |
07/11/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 150,773 | 150,773 | 302 CHF | 3,030 CHF | 99.33% | 99.33% |