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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 65.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,314 CHF | 5,078 CHF | 97.93% | 97.93% |
22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,543 | 250,000 | 9,925 CHF | 5,000 CHF | 99.36% | 99.36% |
20/11/2024 | 88.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,047 | 250,000 | 6,735 CHF | 4,190 CHF | 99.37% | 99.37% |
19/11/2024 | 73.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,949 CHF | 4,737 CHF | 99.28% | 99.28% |
18/11/2024 | 75.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,688 CHF | 4,672 CHF | 99.31% | 99.31% |
15/11/2024 | 68.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,748 | 250,000 | 9,754 CHF | 4,949 CHF | 99.37% | 99.37% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,549 | 250,000 | 9,965 CHF | 5,000 CHF | 99.34% | 99.34% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,535 | 250,000 | 9,965 CHF | 5,000 CHF | 99.36% | 99.36% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,341 | 250,000 | 9,903 CHF | 5,000 CHF | 99.07% | 99.07% |
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 | 99.26% | 99.26% |