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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,180 | 250,000 | 4,976 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.27% | 99.27% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.25% | 99.25% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,896 | 250,000 | 4,979 CHF | 3,750 CHF | 99.37% | 99.37% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,632 | 250,000 | 4,983 CHF | 3,750 CHF | 99.35% | 99.35% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,593 | 250,000 | 4,983 CHF | 3,750 CHF | 99.37% | 99.37% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,701 | 250,000 | 4,954 CHF | 3,750 CHF | 99.06% | 99.06% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.26% | 99.26% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,715 | 250,000 | 4,969 CHF | 3,750 CHF | 99.38% | 99.38% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,890 | 250,000 | 4,984 CHF | 3,750 CHF | 99.24% | 99.24% |