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 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
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 | 99.86% | 99.86% |
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 | 99.92% | 99.92% |
15/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,083 | 250,000 | 994 CHF | 2,500 CHF | 97.94% | 97.94% |
14/11/2024 | 104.43% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,720 CHF | 3,750 CHF | 98.40% | 98.40% |
13/11/2024 | 104.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,367 | 250,000 | 4,658 CHF | 3,750 CHF | 97.84% | 97.84% |
12/11/2024 | 62.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 970,527 | 250,000 | 11,407 CHF | 5,442 CHF | 91.55% | 91.55% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.90% | 99.90% |
08/11/2024 | 66.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,195 CHF | 5,049 CHF | 99.80% | 99.80% |
07/11/2024 | 53.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,055 | 250,000 | 13,823 CHF | 5,981 CHF | 99.46% | 99.46% |