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 | 993,991 | 250,000 | 994 CHF | 2,500 CHF | 99.38% | 99.38% |
19/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,129 | 250,000 | 996 CHF | 2,500 CHF | 98.59% | 98.59% |
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 | 99.25% | 99.25% |
15/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,624 | 250,000 | 995 CHF | 2,500 CHF | 99.38% | 99.38% |
14/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 995,298 | 250,000 | 995 CHF | 2,500 CHF | 99.33% | 99.33% |
13/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 995,233 | 250,000 | 995 CHF | 2,500 CHF | 99.39% | 99.39% |
12/11/2024 | 162.08% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 988,276 | 250,000 | 1,086 CHF | 2,541 CHF | 99.07% | 99.07% |
11/11/2024 | 156.83% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 979,943 | 250,000 | 1,376 CHF | 2,678 CHF | 83.53% | 83.53% |
08/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,584 | 250,000 | 993 CHF | 2,500 CHF | 99.39% | 99.39% |
07/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 995,461 | 250,000 | 995 CHF | 2,500 CHF | 99.26% | 99.26% |