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 | 107.40% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,360 CHF | 7,180 CHF | 99.41% | 99.41% |
19/11/2024 | 115.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,767 CHF | 6,884 CHF | 96.68% | 96.68% |
18/11/2024 | 82.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,154 CHF | 8,577 CHF | 97.65% | 97.65% |
15/11/2024 | 82.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,161 CHF | 8,581 CHF | 96.57% | 96.57% |
14/11/2024 | 88.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,321 CHF | 8,160 CHF | 99.34% | 99.34% |
13/11/2024 | 96.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,342 CHF | 7,671 CHF | 99.32% | 99.32% |
12/11/2024 | 91.34% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,979 CHF | 7,990 CHF | 99.36% | 99.36% |
11/11/2024 | 66.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,962 CHF | 9,981 CHF | 99.33% | 99.33% |
08/11/2024 | 59.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,861 CHF | 10,930 CHF | 99.34% | 99.34% |
07/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,024 CHF | 12,512 CHF | 98.64% | 98.64% |