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 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.80% | 99.80% |
19/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,784 | 250,000 | 3,971 CHF | 3,750 CHF | 99.70% | 99.70% |
18/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.69% | 99.69% |
15/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.80% | 99.80% |
14/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.80% | 99.80% |
13/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.81% | 99.81% |
12/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,248 | 250,000 | 3,941 CHF | 3,750 CHF | 99.49% | 99.49% |
11/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.72% | 99.72% |
08/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.80% | 99.80% |
07/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,595 | 250,000 | 3,986 CHF | 3,750 CHF | 95.68% | 95.68% |