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 | 99.16% | 99.16% |
19/11/2024 | 165.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,044 CHF | 5,522 CHF | 71.84% | 98.08% |
18/11/2024 | 132.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,637 CHF | 6,318 CHF | 98.89% | 98.89% |
15/11/2024 | 99.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,091 CHF | 7,546 CHF | 98.33% | 98.33% |
14/11/2024 | 102.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,946 CHF | 7,473 CHF | 97.45% | 97.45% |
13/11/2024 | 132.32% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,604 CHF | 6,302 CHF | 99.04% | 99.04% |
12/11/2024 | 97.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,615 CHF | 7,808 CHF | 97.08% | 97.08% |
11/11/2024 | 132.33% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,943 CHF | 6,472 CHF | 98.64% | 98.64% |
08/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.68% | 98.68% |
07/11/2024 | 165.36% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,055 CHF | 5,527 CHF | 98.29% | 98.29% |