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 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.46% | 99.46% |
19/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.66% | 96.66% |
18/11/2024 | 145.32% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,913 CHF | 5,957 CHF | 97.74% | 97.74% |
15/11/2024 | 93.63% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,776 CHF | 7,888 CHF | 96.38% | 96.38% |
14/11/2024 | 91.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,047 CHF | 8,023 CHF | 99.41% | 99.41% |
13/11/2024 | 79.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,590 CHF | 8,795 CHF | 99.06% | 99.06% |
12/11/2024 | 58.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,019 CHF | 11,010 CHF | 99.25% | 99.25% |
11/11/2024 | 74.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,968 CHF | 9,484 CHF | 99.37% | 99.37% |
08/11/2024 | 93.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,957 CHF | 7,978 CHF | 99.35% | 99.35% |
07/11/2024 | 89.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,158 CHF | 8,079 CHF | 98.68% | 98.68% |