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 | 89.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,522 CHF | 4,130 CHF | 99.95% | 99.95% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.81% | 99.81% |
18/11/2024 | 73.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,596 | 250,000 | 8,924 CHF | 4,740 CHF | 99.88% | 99.88% |
15/11/2024 | 67.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,884 CHF | 4,971 CHF | 100.00% | 100.00% |
14/11/2024 | 64.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,030 | 250,000 | 10,424 CHF | 5,132 CHF | 99.52% | 99.52% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 675,000 | 250,000 | 731,341 | 250,000 | 10,970 CHF | 6,250 CHF | 99.96% | 99.96% |
12/11/2024 | 63.55% | 0.02 CHF | 0.03 CHF | 925,000 | 250,000 | 991,214 | 250,000 | 10,803 CHF | 5,233 CHF | 99.79% | 99.79% |
11/11/2024 | 65.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,313 | 250,000 | 10,331 CHF | 5,085 CHF | 99.78% | 99.78% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 900,000 | 250,000 | 852,118 | 250,000 | 12,782 CHF | 6,250 CHF | 99.83% | 99.83% |
07/11/2024 | 50.68% | 0.02 CHF | 0.03 CHF | 925,000 | 250,000 | 938,551 | 250,000 | 13,876 CHF | 6,204 CHF | 99.90% | 99.90% |