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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,500 CHF | 3,300 CHF | 99.37% | 99.37% |
19/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,500 CHF | 3,300 CHF | 99.38% | 99.38% |
18/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,500 CHF | 3,300 CHF | 99.26% | 99.26% |
15/11/2024 | 166.48% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,511 CHF | 3,302 CHF | 99.38% | 99.38% |
14/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,500 CHF | 3,300 CHF | 99.37% | 99.37% |
13/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,500 CHF | 3,300 CHF | 99.37% | 99.37% |
12/11/2024 | 166.20% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,529 CHF | 3,306 CHF | 99.38% | 99.38% |
11/11/2024 | 159.09% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 1,992 CHF | 3,398 CHF | 99.37% | 99.37% |
08/11/2024 | 158.31% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,499,050 | 300,000 | 2,028 CHF | 3,406 CHF | 99.37% | 99.37% |
07/11/2024 | 132.57% | 0.00 CHF | 0.01 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 3,867 CHF | 3,773 CHF | 98.37% | 98.37% |