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 | 131.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,704 CHF | 6,352 CHF | 99.27% | 99.27% |
22/11/2024 | 92.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,979 CHF | 7,990 CHF | 98.43% | 98.43% |
20/11/2024 | 164.15% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,106 CHF | 5,553 CHF | 99.35% | 99.35% |
19/11/2024 | 165.08% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,074 CHF | 5,537 CHF | 96.29% | 96.29% |
18/11/2024 | 166.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017 CHF | 5,508 CHF | 94.10% | 94.10% |
15/11/2024 | 139.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,282 CHF | 6,141 CHF | 91.54% | 91.54% |
14/11/2024 | 122.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,279 CHF | 6,640 CHF | 94.72% | 94.72% |
13/11/2024 | 128.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,996 | 2,809 CHF | 6,405 CHF | 83.40% | 83.40% |
12/11/2024 | 72.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,184 CHF | 9,592 CHF | 91.92% | 91.92% |
11/11/2024 | 53.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,825 CHF | 11,912 CHF | 82.32% | 82.32% |