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 | 994,723 | 250,000 | 4,974 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 91.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,343 CHF | 4,086 CHF | 99.25% | 99.25% |
18/11/2024 | 75.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,749 CHF | 4,687 CHF | 99.24% | 99.24% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,319 | 250,000 | 9,953 CHF | 5,000 CHF | 99.37% | 99.37% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,056 | 250,000 | 9,961 CHF | 5,000 CHF | 99.35% | 99.35% |
13/11/2024 | 51.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,959 | 250,000 | 14,566 CHF | 6,157 CHF | 99.39% | 99.39% |
12/11/2024 | 65.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,529 | 250,000 | 10,230 CHF | 5,084 CHF | 99.07% | 99.07% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.24% | 99.24% |
08/11/2024 | 66.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,228 | 250,000 | 10,065 CHF | 5,033 CHF | 99.38% | 99.38% |
07/11/2024 | 66.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,257 | 250,000 | 10,053 CHF | 5,023 CHF | 99.27% | 99.27% |