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 | 51.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,573 | 250,000 | 14,459 CHF | 6,143 CHF | 99.38% | 99.38% |
19/11/2024 | 52.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,015 | 250,000 | 14,266 CHF | 6,085 CHF | 99.27% | 99.27% |
18/11/2024 | 65.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,534 | 250,000 | 10,232 CHF | 5,067 CHF | 99.31% | 99.31% |
15/11/2024 | 53.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,275 | 250,000 | 13,922 CHF | 6,006 CHF | 99.39% | 99.39% |
14/11/2024 | 51.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,709 | 250,000 | 14,457 CHF | 6,138 CHF | 99.35% | 99.35% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,913 | 250,000 | 19,878 CHF | 7,500 CHF | 99.39% | 99.39% |
12/11/2024 | 40.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,488 | 250,000 | 19,823 CHF | 7,483 CHF | 99.09% | 99.09% |
11/11/2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,154 | 250,000 | 19,130 CHF | 7,302 CHF | 99.28% | 99.28% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.39% | 99.39% |
07/11/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,302 | 250,000 | 19,924 CHF | 7,510 CHF | 99.23% | 99.23% |