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 | 122.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,210 CHF | 6,605 CHF | 99.40% | 99.40% |
19/11/2024 | 116.87% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,798 CHF | 6,899 CHF | 96.70% | 96.70% |
18/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 97.50% | 97.50% |
15/11/2024 | 159.84% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,287 CHF | 5,644 CHF | 96.18% | 96.18% |
14/11/2024 | 132.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,565 CHF | 6,283 CHF | 99.28% | 99.28% |
13/11/2024 | 125.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,990 CHF | 6,495 CHF | 98.91% | 98.91% |
12/11/2024 | 143.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,010 CHF | 6,005 CHF | 99.33% | 99.33% |
11/11/2024 | 161.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,218 CHF | 5,609 CHF | 99.37% | 99.37% |
08/11/2024 | 125.59% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 CHF | 6,500 CHF | 98.25% | 98.25% |
07/11/2024 | 116.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,646 CHF | 6,823 CHF | 98.64% | 98.64% |