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 | 992,748 | 250,000 | 4,964 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,157 | 250,000 | 4,911 CHF | 3,750 CHF | 98.98% | 98.98% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,874 | 250,000 | 4,984 CHF | 3,750 CHF | 99.25% | 99.25% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,511 | 250,000 | 4,968 CHF | 3,750 CHF | 99.38% | 99.38% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,586 | 250,000 | 4,968 CHF | 3,750 CHF | 99.38% | 99.38% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,298 | 250,000 | 4,971 CHF | 3,750 CHF | 99.36% | 99.36% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,719 | 250,000 | 4,974 CHF | 3,750 CHF | 99.06% | 99.06% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,251 | 250,000 | 4,981 CHF | 3,750 CHF | 99.29% | 99.29% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,447 | 250,000 | 4,972 CHF | 3,750 CHF | 99.25% | 99.25% |