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 | 99.97% | 99.97% |
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 | 99.84% | 99.84% |
18/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 993,085 | 250,000 | 993 CHF | 2,500 CHF | 99.88% | 99.88% |
15/11/2024 | 103.71% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,765 CHF | 3,735 CHF | 100.00% | 100.00% |
14/11/2024 | 124.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,429 CHF | 3,334 CHF | 99.62% | 99.62% |
13/11/2024 | 147.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,026 CHF | 2,899 CHF | 99.93% | 99.93% |
12/11/2024 | 152.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,707 CHF | 2,794 CHF | 99.78% | 99.78% |
11/11/2024 | 85.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,565 | 250,000 | 7,036 CHF | 4,283 CHF | 72.39% | 72.39% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 902,690 | 250,000 | 9,027 CHF | 5,000 CHF | 63.65% | 63.65% |
07/11/2024 | 32.34% | 0.02 CHF | 0.03 CHF | 500,000 | 250,000 | 427,730 | 250,000 | 11,141 CHF | 9,077 CHF | 99.76% | 99.76% |