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 | 89.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,633 CHF | 4,158 CHF | 99.80% | 99.80% |
19/11/2024 | 99.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,863 | 250,000 | 4,974 CHF | 3,752 CHF | 99.70% | 99.70% |
18/11/2024 | 76.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,532 CHF | 4,633 CHF | 99.69% | 99.69% |
15/11/2024 | 68.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,744 CHF | 4,936 CHF | 99.80% | 99.80% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.80% | 99.80% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.79% | 99.79% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,372 | 250,000 | 9,854 CHF | 5,000 CHF | 99.49% | 99.49% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.71% | 99.71% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.80% | 99.80% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,672 | 250,000 | 9,967 CHF | 5,000 CHF | 95.68% | 95.68% |