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 | 157.83% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,443 CHF | 5,721 CHF | 99.29% | 99.29% |
19/11/2024 | 133.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,546 CHF | 6,273 CHF | 88.69% | 88.69% |
18/11/2024 | 125.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,032 CHF | 6,516 CHF | 97.48% | 97.48% |
15/11/2024 | 124.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,102 CHF | 6,551 CHF | 96.32% | 96.32% |
14/11/2024 | 161.21% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,232 CHF | 5,616 CHF | 99.32% | 99.32% |
13/11/2024 | 138.49% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,249 CHF | 6,124 CHF | 99.33% | 99.33% |
12/11/2024 | 145.84% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,875 CHF | 5,937 CHF | 99.25% | 99.25% |
11/11/2024 | 162.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,196 CHF | 5,598 CHF | 99.23% | 99.23% |
08/11/2024 | 140.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,160 CHF | 6,080 CHF | 99.27% | 99.27% |
07/11/2024 | 142.60% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,048 CHF | 6,024 CHF | 98.60% | 98.60% |