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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,778 | 250,000 | 995 CHF | 2,500 CHF | 99.38% | 99.38% |
19/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.29% | 99.29% |
18/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.28% | 99.28% |
15/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 995,320 | 250,000 | 995 CHF | 2,500 CHF | 99.39% | 99.39% |
14/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,075 | 250,000 | 996 CHF | 2,500 CHF | 99.36% | 99.36% |
13/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,253 | 250,000 | 996 CHF | 2,500 CHF | 99.36% | 99.36% |
12/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 989,800 | 250,000 | 990 CHF | 2,500 CHF | 99.06% | 99.06% |
11/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.26% | 99.26% |
08/11/2024 | 132.54% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,300 | 250,000 | 2,923 CHF | 3,312 CHF | 99.38% | 99.38% |
07/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,447 | 250,000 | 996 CHF | 2,500 CHF | 99.24% | 99.24% |