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 | 118.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,585 CHF | 6,792 CHF | 99.40% | 99.40% |
22/11/2024 | 122.03% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,217 CHF | 6,609 CHF | 99.33% | 99.33% |
20/11/2024 | 153.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,551 CHF | 5,775 CHF | 99.47% | 99.47% |
19/11/2024 | 158.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,357 CHF | 5,679 CHF | 96.73% | 96.73% |
18/11/2024 | 118.82% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,445 CHF | 6,722 CHF | 97.60% | 97.60% |
15/11/2024 | 120.31% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,338 CHF | 6,669 CHF | 96.58% | 96.58% |
14/11/2024 | 126.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,931 CHF | 6,466 CHF | 99.36% | 99.36% |
13/11/2024 | 136.55% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,353 CHF | 6,177 CHF | 99.34% | 99.34% |
12/11/2024 | 127.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,841 CHF | 6,420 CHF | 99.39% | 99.39% |
11/11/2024 | 102.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,799 CHF | 7,400 CHF | 99.32% | 99.32% |