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 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 14,000 CHF | 0.02% | 99.50% |
19/11/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 14,000 CHF | 0.08% | 99.57% |
18/11/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 14,000 CHF | 0.05% | 99.49% |
15/11/2024 | - | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.95% |
14/11/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 14,000 CHF | 0.06% | 99.49% |
13/11/2024 | 90.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 16,000 CHF | 0.06% | 99.50% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 CHF | 15,000 CHF | 0.06% | 99.58% |
11/11/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 14,000 CHF | 0.01% | 99.50% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 CHF | 15,000 CHF | 0.02% | 99.57% |
07/11/2024 | 90.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 16,000 CHF | 0.02% | 99.57% |