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 | 86.54% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,208 | 114,208 | 914 CHF | 2,290 CHF | 99.90% | 99.90% |
19/11/2024 | 83.32% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 109,757 | 109,757 | 903 CHF | 2,201 CHF | 100.00% | 100.00% |
18/11/2024 | 69.26% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 107,609 | 107,609 | 1,031 CHF | 2,157 CHF | 99.90% | 99.90% |
15/11/2024 | 67.74% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 94,852 | 94,852 | 943 CHF | 1,902 CHF | 99.45% | 99.45% |
14/11/2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 106,698 | 106,698 | 1,067 CHF | 2,139 CHF | 100.00% | 100.00% |
13/11/2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 106,705 | 106,705 | 1,067 CHF | 2,139 CHF | 100.00% | 100.00% |
12/11/2024 | 80.61% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 106,709 | 106,709 | 968 CHF | 2,140 CHF | 99.85% | 99.85% |
11/11/2024 | 84.66% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 106,821 | 106,821 | 901 CHF | 2,142 CHF | 99.58% | 99.58% |
08/11/2024 | 80.86% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 109,761 | 109,761 | 942 CHF | 2,201 CHF | 100.00% | 100.00% |
07/11/2024 | 85.59% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 104,589 | 104,589 | 846 CHF | 2,097 CHF | 99.90% | 99.90% |