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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.81% | 99.81% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,758 | 250,000 | 14,891 CHF | 6,250 CHF | 99.71% | 99.71% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.70% | 99.70% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.80% | 99.80% |
14/11/2024 | 49.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,080 CHF | 6,270 CHF | 99.81% | 99.81% |
13/11/2024 | 45.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,422 CHF | 6,855 CHF | 99.80% | 99.80% |
12/11/2024 | 46.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,349 | 250,000 | 16,722 CHF | 6,744 CHF | 99.49% | 99.49% |
11/11/2024 | 45.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,080 CHF | 6,770 CHF | 99.71% | 99.71% |
08/11/2024 | 40.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,961 CHF | 7,490 CHF | 99.80% | 99.80% |
07/11/2024 | 35.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,647 | 250,000 | 23,366 CHF | 8,362 CHF | 95.67% | 95.67% |