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 | 105.10% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 286,241 | 286,241 | 1,864 CHF | 5,732 CHF | 99.77% | 99.77% |
19/11/2024 | 111.24% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 268,672 | 268,672 | 1,612 CHF | 5,845 CHF | 99.54% | 99.54% |
18/11/2024 | 81.77% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 286,390 | 286,390 | 2,396 CHF | 5,734 CHF | 99.90% | 99.90% |
15/11/2024 | 103.72% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 286,469 | 286,469 | 1,931 CHF | 5,737 CHF | 100.00% | 100.00% |
14/11/2024 | 115.20% | 0.01 CHF | 0.02 CHF | 520,000 | 520,000 | 269,329 | 269,329 | 1,530 CHF | 5,528 CHF | 100.00% | 100.00% |
13/11/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 510,000 | 510,000 | 273,034 | 273,034 | 1,638 CHF | 5,476 CHF | 100.00% | 100.00% |
12/11/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 510,000 | 510,000 | 275,416 | 275,416 | 1,653 CHF | 5,524 CHF | 99.90% | 99.90% |
11/11/2024 | 108.44% | 0.01 CHF | 0.02 CHF | 510,000 | 510,000 | 281,843 | 281,843 | 1,691 CHF | 5,652 CHF | 99.90% | 99.90% |
08/11/2024 | 108.69% | 0.01 CHF | 0.02 CHF | 510,000 | 510,000 | 282,638 | 282,638 | 1,696 CHF | 5,677 CHF | 98.90% | 98.90% |
07/11/2024 | 95.40% | 0.01 CHF | 0.02 CHF | 510,000 | 510,000 | 283,439 | 283,439 | 1,950 CHF | 5,683 CHF | 100.00% | 100.00% |