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 | 99.32% | 99.32% |
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 | 96.79% | 96.79% |
18/11/2024 | 165.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,048 CHF | 5,524 CHF | 97.78% | 97.78% |
15/11/2024 | 104.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,918 CHF | 7,459 CHF | 96.56% | 96.56% |
14/11/2024 | 85.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,690 CHF | 8,345 CHF | 99.38% | 99.38% |
13/11/2024 | 99.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,091 CHF | 7,545 CHF | 98.80% | 98.80% |
12/11/2024 | 95.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,533 CHF | 7,767 CHF | 99.37% | 99.37% |
11/11/2024 | 82.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,182 CHF | 8,591 CHF | 99.37% | 99.37% |
08/11/2024 | 58.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,160 CHF | 11,080 CHF | 99.34% | 99.34% |
07/11/2024 | 55.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,015 CHF | 11,508 CHF | 98.65% | 98.65% |