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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.95% | 98.95% |
19/11/2024 | 140.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,219 CHF | 6,110 CHF | 36.01% | 95.01% |
18/11/2024 | 104.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,679 CHF | 7,339 CHF | 99.09% | 99.09% |
15/11/2024 | 96.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,341 CHF | 7,671 CHF | 99.39% | 99.39% |
14/11/2024 | 96.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,438 CHF | 7,719 CHF | 98.24% | 98.24% |
13/11/2024 | 87.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,403 CHF | 8,202 CHF | 96.92% | 96.92% |
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 | 93.13% | 93.13% |
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 | 98.31% | 98.31% |
08/11/2024 | 66.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,021 CHF | 10,010 CHF | 93.11% | 93.11% |
07/11/2024 | 50.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,109 CHF | 13,055 CHF | 98.61% | 98.61% |