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 | 155.77% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,468 CHF | 5,734 CHF | 99.45% | 99.45% |
19/11/2024 | 147.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,873 CHF | 5,937 CHF | 96.68% | 96.68% |
18/11/2024 | 166.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,021 CHF | 5,510 CHF | 97.64% | 97.64% |
15/11/2024 | 165.52% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,048 CHF | 5,524 CHF | 96.56% | 96.56% |
14/11/2024 | 157.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,390 CHF | 5,695 CHF | 99.43% | 99.43% |
13/11/2024 | 133.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,566 CHF | 6,283 CHF | 99.32% | 99.32% |
12/11/2024 | 154.38% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,553 CHF | 5,777 CHF | 99.39% | 99.39% |
11/11/2024 | 144.88% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,037 CHF | 6,018 CHF | 99.31% | 99.31% |
08/11/2024 | 103.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,721 CHF | 7,361 CHF | 99.32% | 99.32% |
07/11/2024 | 96.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,440 CHF | 7,720 CHF | 98.82% | 98.82% |