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 | 90.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,323 CHF | 8,162 CHF | 99.26% | 99.26% |
19/11/2024 | 72.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,937 CHF | 9,468 CHF | 88.74% | 88.74% |
18/11/2024 | 69.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,487 CHF | 9,744 CHF | 97.51% | 97.51% |
15/11/2024 | 72.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,999 CHF | 9,500 CHF | 96.43% | 96.43% |
14/11/2024 | 103.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,811 CHF | 7,406 CHF | 99.27% | 99.27% |
13/11/2024 | 86.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,598 CHF | 8,299 CHF | 99.26% | 99.26% |
12/11/2024 | 92.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,813 CHF | 7,906 CHF | 96.66% | 96.66% |
11/11/2024 | 109.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,231 CHF | 7,115 CHF | 99.02% | 99.02% |
08/11/2024 | 91.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,926 CHF | 7,963 CHF | 99.25% | 99.25% |
07/11/2024 | 76.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,138 CHF | 9,069 CHF | 98.52% | 98.52% |