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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 99.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,271 CHF | 7,636 CHF | 99.25% | 99.25% |
22/11/2024 | 158.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,463 CHF | 5,731 CHF | 99.27% | 99.27% |
20/11/2024 | 166.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019 CHF | 5,509 CHF | 99.08% | 99.08% |
19/11/2024 | 146.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,916 CHF | 5,958 CHF | 88.38% | 88.38% |
18/11/2024 | 166.43% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011 CHF | 5,506 CHF | 97.35% | 97.35% |
15/11/2024 | 166.49% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007 CHF | 5,504 CHF | 90.21% | 90.21% |
14/11/2024 | 55.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,259 CHF | 11,630 CHF | 99.00% | 99.00% |
13/11/2024 | 139.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,844 CHF | 6,422 CHF | 98.69% | 98.69% |
12/11/2024 | 118.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,538 CHF | 6,769 CHF | 99.32% | 99.32% |
11/11/2024 | 88.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,418 CHF | 8,209 CHF | 99.34% | 99.34% |