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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.34% | 99.34% |
22/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 90.13% | 90.13% |
20/11/2024 | 166.02% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027 CHF | 5,514 CHF | 97.97% | 97.97% |
19/11/2024 | 161.57% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,226 CHF | 5,613 CHF | 87.56% | 87.56% |
18/11/2024 | 166.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001 CHF | 5,500 CHF | 96.26% | 96.26% |
15/11/2024 | 166.48% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008 CHF | 5,504 CHF | 96.53% | 96.53% |
14/11/2024 | 164.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,087 CHF | 5,544 CHF | 90.91% | 90.91% |
13/11/2024 | 139.03% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,262 CHF | 6,131 CHF | 83.92% | 83.92% |
12/11/2024 | 165.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,036 CHF | 5,518 CHF | 99.39% | 99.39% |
11/11/2024 | 166.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013 CHF | 5,506 CHF | 96.66% | 96.66% |