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 | 145.47% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 423,493 | 423,493 | 1,523 CHF | 8,513 CHF | 99.15% | 99.15% |
22/11/2024 | 160.53% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 434,895 | 434,895 | 1,090 CHF | 8,713 CHF | 100.00% | 100.00% |
20/11/2024 | 155.71% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 434,913 | 434,913 | 1,114 CHF | 8,717 CHF | 99.89% | 99.89% |
19/11/2024 | 133.91% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 419,563 | 419,563 | 1,667 CHF | 8,405 CHF | 99.95% | 99.95% |
18/11/2024 | 133.73% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 407,662 | 407,662 | 1,631 CHF | 8,167 CHF | 99.78% | 99.89% |
15/11/2024 | 113.77% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 424,550 | 424,550 | 2,144 CHF | 8,511 CHF | 100.00% | 100.00% |
14/11/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 415,695 | 415,695 | 2,494 CHF | 8,341 CHF | 99.76% | 99.76% |
13/11/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 427,369 | 427,369 | 1,709 CHF | 8,579 CHF | 100.00% | 100.00% |
12/11/2024 | 131.10% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 418,591 | 418,591 | 1,723 CHF | 8,401 CHF | 99.95% | 99.95% |
11/11/2024 | 97.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 398,351 | 398,351 | 2,656 CHF | 7,982 CHF | 99.36% | 99.36% |