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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.80% | 96.80% |
19/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 95.34% | 95.34% |
18/11/2024 | 166.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020 CHF | 5,510 CHF | 96.05% | 96.05% |
15/11/2024 | 153.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,579 CHF | 5,790 CHF | 95.85% | 95.85% |
14/11/2024 | 166.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011 CHF | 5,505 CHF | 96.43% | 96.43% |
13/11/2024 | 166.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024 CHF | 5,512 CHF | 96.41% | 96.41% |
12/11/2024 | 166.43% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010 CHF | 5,505 CHF | 97.03% | 97.03% |
11/11/2024 | 165.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,061 CHF | 5,530 CHF | 97.06% | 97.06% |
08/11/2024 | 155.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,464 CHF | 5,732 CHF | 95.48% | 95.48% |
07/11/2024 | 166.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015 CHF | 5,508 CHF | 97.65% | 97.65% |