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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.97% | 99.97% |
19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.79% | 99.79% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,389 | 250,000 | 19,848 CHF | 7,500 CHF | 99.89% | 99.89% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.54% | 99.54% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.94% | 99.94% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.77% | 99.77% |
11/11/2024 | 35.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,233 CHF | 8,308 CHF | 99.79% | 99.79% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.89% | 99.89% |
07/11/2024 | 38.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,624 | 250,000 | 21,088 CHF | 7,902 CHF | 99.90% | 99.90% |