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 | 993,437 | 250,000 | 14,902 CHF | 6,250 CHF | 99.39% | 99.39% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,705 | 250,000 | 14,936 CHF | 6,250 CHF | 99.26% | 99.26% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.28% | 99.28% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,258 | 250,000 | 14,914 CHF | 6,250 CHF | 99.38% | 99.38% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,614 | 250,000 | 14,919 CHF | 6,250 CHF | 99.37% | 99.37% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,881 | 250,000 | 14,923 CHF | 6,250 CHF | 99.38% | 99.38% |
12/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,707 | 250,000 | 14,816 CHF | 6,250 CHF | 99.07% | 99.07% |
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 | 99.28% | 99.28% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,313 | 250,000 | 14,885 CHF | 6,250 CHF | 99.38% | 99.38% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,141 | 250,000 | 14,927 CHF | 6,250 CHF | 99.27% | 99.27% |