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 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.96% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 986,350 | 986,350 | 1,973 CHF | 19,753 CHF | 73.71% | 100.00% |
14/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,725 | 989,725 | 1,979 CHF | 19,814 CHF | 97.92% | 99.04% |
13/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,837 | 989,837 | 1,980 CHF | 19,816 CHF | 99.00% | 99.00% |
12/11/2024 | 164.03% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 983,239 | 983,239 | 1,966 CHF | 19,697 CHF | 59.99% | 97.75% |
11/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,942 | 989,942 | 1,980 CHF | 19,818 CHF | 100.00% | 100.00% |
08/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,792 | 989,792 | 1,980 CHF | 19,815 CHF | 98.58% | 98.58% |
07/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 1,980 CHF | 19,818 CHF | 100.00% | 100.00% |