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 | 118.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,474 CHF | 6,737 CHF | 99.03% | 99.03% |
19/11/2024 | 140.36% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,197 CHF | 6,098 CHF | 99.25% | 99.25% |
18/11/2024 | 141.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,229 CHF | 6,115 CHF | 28.10% | 98.40% |
15/11/2024 | 116.98% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,706 CHF | 6,853 CHF | 99.39% | 99.39% |
14/11/2024 | 149.96% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,705 CHF | 5,853 CHF | 92.55% | 98.66% |
13/11/2024 | 117.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,593 CHF | 6,796 CHF | 99.35% | 99.35% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 93.14% | 93.14% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.68% | 98.68% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 93.13% | 93.13% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.79% | 97.79% |