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 | 93.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,725 CHF | 7,863 CHF | 99.53% | 99.53% |
19/11/2024 | 76.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,111 CHF | 9,056 CHF | 99.27% | 99.27% |
18/11/2024 | 77.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,007 CHF | 9,004 CHF | 99.40% | 99.40% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 14.08% | 99.40% |
14/11/2024 | 109.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,174 CHF | 7,087 CHF | 97.56% | 97.56% |
13/11/2024 | 113.21% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,887 CHF | 6,943 CHF | 99.38% | 99.38% |
12/11/2024 | 113.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,834 CHF | 6,917 CHF | 98.82% | 98.82% |
11/11/2024 | 107.82% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,300 CHF | 7,150 CHF | 99.37% | 99.37% |
08/11/2024 | 100.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,985 CHF | 7,492 CHF | 93.13% | 93.13% |
07/11/2024 | 89.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,232 CHF | 8,116 CHF | 98.59% | 98.59% |