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 | 62.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,129 CHF | 5,282 CHF | 99.80% | 99.80% |
19/11/2024 | 54.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,896 | 250,000 | 13,420 CHF | 5,882 CHF | 99.70% | 99.70% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.70% | 99.70% |
15/11/2024 | 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% |
14/11/2024 | 64.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,552 CHF | 5,138 CHF | 99.81% | 99.81% |
13/11/2024 | 60.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,993 CHF | 5,498 CHF | 99.80% | 99.80% |
12/11/2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,403 | 250,000 | 14,735 CHF | 6,239 CHF | 99.49% | 99.49% |
11/11/2024 | 62.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,106 CHF | 5,277 CHF | 99.71% | 99.71% |
08/11/2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,410 CHF | 5,103 CHF | 99.80% | 99.80% |
07/11/2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,672 | 250,000 | 9,972 CHF | 5,001 CHF | 95.68% | 95.68% |