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 | 68.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,391 | 250,000 | 9,650 CHF | 4,924 CHF | 99.38% | 99.38% |
19/11/2024 | 78.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,226 CHF | 4,556 CHF | 99.26% | 99.26% |
18/11/2024 | 92.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,053 CHF | 4,013 CHF | 99.30% | 99.30% |
15/11/2024 | 67.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,127 | 250,000 | 9,817 CHF | 4,964 CHF | 99.37% | 99.37% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,933 | 250,000 | 9,969 CHF | 5,000 CHF | 99.35% | 99.35% |
13/11/2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,776 | 250,000 | 9,971 CHF | 5,001 CHF | 99.38% | 99.38% |
12/11/2024 | 64.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,078 | 250,000 | 10,453 CHF | 5,128 CHF | 99.05% | 99.05% |
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 | 99.28% | 99.28% |
08/11/2024 | 62.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,939 | 250,000 | 11,121 CHF | 5,295 CHF | 99.38% | 99.38% |
07/11/2024 | 54.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 977,622 | 250,000 | 13,387 CHF | 5,917 CHF | 93.53% | 93.53% |