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 | 127.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,875 CHF | 6,438 CHF | 91.59% | 98.32% |
19/11/2024 | 142.05% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,086 CHF | 6,043 CHF | 93.85% | 98.89% |
18/11/2024 | 110.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,063 CHF | 7,031 CHF | 99.19% | 99.19% |
15/11/2024 | 108.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,231 CHF | 7,115 CHF | 97.98% | 97.98% |
14/11/2024 | 95.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,468 CHF | 7,734 CHF | 95.10% | 95.10% |
13/11/2024 | 161.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,279 CHF | 5,639 CHF | 86.48% | 96.71% |
12/11/2024 | 158.89% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,333 CHF | 5,667 CHF | 94.33% | 94.33% |
11/11/2024 | 134.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,479 CHF | 6,240 CHF | 97.75% | 97.75% |
08/11/2024 | 123.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,158 CHF | 6,579 CHF | 90.80% | 90.80% |
07/11/2024 | 101.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,944 CHF | 7,472 CHF | 97.60% | 97.60% |