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 | 155.12% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,485 CHF | 5,743 CHF | 40.72% | 98.92% |
19/11/2024 | 138.97% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,275 CHF | 6,137 CHF | 35.90% | 98.28% |
18/11/2024 | 90.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,328 CHF | 8,164 CHF | 98.93% | 98.93% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 29.66% | 98.34% |
14/11/2024 | 64.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,053 CHF | 10,526 CHF | 97.78% | 97.78% |
13/11/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.76% |
12/11/2024 | 36.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,152 CHF | 17,076 CHF | 93.25% | 93.25% |
11/11/2024 | 56.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,209 CHF | 12,104 CHF | 98.63% | 98.63% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 92.71% | 92.71% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.09% | 98.09% |