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 | - | 0.00 CHF | 0.02 CHF | 60,000 | 60,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 173.33% | 0.00 CHF | 0.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 120 CHF | 1,680 CHF | 2.85% | 100.00% |
18/11/2024 | 159.28% | 0.01 CHF | 0.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 205 CHF | 1,765 CHF | 95.49% | 98.98% |
15/11/2024 | 134.74% | 0.00 CHF | 0.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 387 CHF | 1,947 CHF | 87.80% | 100.00% |
14/11/2024 | 59.53% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,876 CHF | 3,436 CHF | 100.00% | 100.00% |
13/11/2024 | 53.98% | 0.04 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,162 CHF | 3,722 CHF | 99.88% | 99.88% |
12/11/2024 | 29.37% | 0.05 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,559 CHF | 6,119 CHF | 100.00% | 100.00% |
11/11/2024 | 18.16% | 0.12 CHF | 0.15 CHF | 60,000 | 60,000 | 59,969 | 59,969 | 7,866 CHF | 9,426 CHF | 100.00% | 100.00% |
08/11/2024 | 24.06% | 0.10 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,772 CHF | 7,332 CHF | 100.00% | 100.00% |
07/11/2024 | 14.60% | 0.16 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,953 CHF | 11,513 CHF | 99.67% | 99.67% |