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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.23% | 99.23% |
27/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
26/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 94.43% | 94.43% |
25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.23% | 99.23% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |