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 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,953 | 989,953 | 1,980 CHF | 19,818 CHF | 100.00% | 100.00% |
19/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,923 | 989,923 | 1,980 CHF | 19,818 CHF | 99.85% | 99.85% |
18/11/2024 | 151.78% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,953 | 989,953 | 2,778 CHF | 19,818 CHF | 100.00% | 100.00% |
15/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 3,960 CHF | 19,816 CHF | 100.00% | 100.00% |
14/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,842 | 989,842 | 3,959 CHF | 19,814 CHF | 99.04% | 99.04% |
13/11/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,837 | 989,837 | 3,959 CHF | 19,814 CHF | 99.00% | 99.00% |
12/11/2024 | 135.89% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 950,884 | 950,884 | 3,775 CHF | 19,538 CHF | 97.74% | 97.74% |
11/11/2024 | 93.51% | 0.01 CHF | 0.02 CHF | 880,000 | 880,000 | 865,198 | 865,198 | 6,344 CHF | 17,315 CHF | 100.00% | 100.00% |
08/11/2024 | 107.00% | 0.01 CHF | 0.02 CHF | 880,000 | 880,000 | 871,077 | 871,077 | 5,323 CHF | 17,435 CHF | 98.88% | 98.88% |
07/11/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 860,000 | 860,000 | 852,811 | 852,811 | 6,822 CHF | 17,067 CHF | 100.00% | 100.00% |