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 | 164.17% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,916,420 | 2,916,420 | 2,916 CHF | 29,463 CHF | 99.33% | 99.33% |
19/11/2024 | 165.13% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,839,170 | 2,839,170 | 2,839 CHF | 29,489 CHF | 99.89% | 99.89% |
18/11/2024 | 163.94% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,751,960 | 2,751,960 | 2,752 CHF | 27,638 CHF | 99.76% | 99.76% |
15/11/2024 | 163.88% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,090 | 2,954,090 | 2,954 CHF | 29,604 CHF | 100.00% | 100.00% |
14/11/2024 | 163.90% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,952,340 | 2,952,340 | 2,952 CHF | 29,598 CHF | 98.52% | 98.52% |
13/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,955,020 | 2,955,020 | 2,955 CHF | 29,606 CHF | 99.94% | 99.94% |
12/11/2024 | 163.94% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,948,900 | 2,948,900 | 2,949 CHF | 29,598 CHF | 98.40% | 98.40% |
11/11/2024 | 163.89% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,954,180 | 2,954,180 | 2,954 CHF | 29,623 CHF | 99.86% | 99.86% |
08/11/2024 | 163.87% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,951,490 | 2,951,490 | 2,951 CHF | 29,572 CHF | 99.05% | 99.05% |
07/11/2024 | 109.67% | 0.00 CHF | 0.01 CHF | 3,000,000 | 3,000,000 | 2,929,460 | 2,929,460 | 13,028 CHF | 42,233 CHF | 99.96% | 99.96% |