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 | 40.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,765 | 250,000 | 19,541 CHF | 7,421 CHF | 99.70% | 99.70% |
18/11/2024 | 48.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,841 CHF | 6,460 CHF | 99.70% | 99.70% |
15/11/2024 | 49.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,140 CHF | 6,285 CHF | 99.80% | 99.80% |
14/11/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,007 CHF | 6,252 CHF | 99.80% | 99.80% |
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 | 99.80% | 99.80% |
12/11/2024 | 48.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,033 | 250,000 | 15,761 CHF | 6,466 CHF | 99.50% | 99.50% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.72% | 99.72% |
08/11/2024 | 43.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,343 CHF | 7,086 CHF | 99.81% | 99.81% |
07/11/2024 | 40.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,546 | 250,000 | 19,872 CHF | 7,485 CHF | 95.70% | 95.70% |