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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.22% | 99.22% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.15% | 99.15% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
08/11/2024 | 66.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,159 CHF | 12,096 CHF | 99.16% | 99.16% |
07/11/2024 | 42.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 19,212 CHF | 17,527 CHF | 98.25% | 98.25% |