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 | 993,893 | 250,000 | 4,969 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,305 | 250,000 | 4,982 CHF | 3,750 CHF | 98.56% | 98.56% |
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 | 99.26% | 99.26% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,659 | 250,000 | 4,973 CHF | 3,750 CHF | 99.38% | 99.38% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,342 | 250,000 | 4,977 CHF | 3,750 CHF | 99.33% | 99.33% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,461 | 250,000 | 4,977 CHF | 3,750 CHF | 99.36% | 99.36% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,510 | 250,000 | 4,943 CHF | 3,750 CHF | 99.04% | 99.04% |
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 | 99.30% | 99.30% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,585 | 250,000 | 4,963 CHF | 3,750 CHF | 99.39% | 99.39% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,691 | 250,000 | 4,978 CHF | 3,750 CHF | 99.26% | 99.26% |