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 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 16.41% | 99.32% |
19/11/2024 | - | 0.00 CHF | 0.05 CHF | 1,000,000 | 63,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.67% |
18/11/2024 | 163.85% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 704,239 | 704,239 | 1,408 CHF | 14,127 CHF | 96.74% | 96.74% |
15/11/2024 | 164.03% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 772,357 | 772,357 | 1,545 CHF | 15,537 CHF | 99.11% | 99.11% |
14/11/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 756,857 | 756,857 | 1,514 CHF | 15,195 CHF | 98.25% | 98.25% |
13/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 684,740 | 684,740 | 1,369 CHF | 13,748 CHF | 99.90% | 99.90% |
12/11/2024 | 164.07% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 638,076 | 638,076 | 1,276 CHF | 12,841 CHF | 98.40% | 98.40% |
11/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 1.36% | 97.59% |
08/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.36% |
07/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |