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 | 992,586 | 250,000 | 4,963 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,062 | 250,000 | 4,975 CHF | 3,750 CHF | 99.26% | 99.26% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,640 | 250,000 | 4,983 CHF | 3,750 CHF | 99.31% | 99.31% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,513 | 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 | 993,829 | 250,000 | 4,969 CHF | 3,750 CHF | 99.36% | 99.36% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,221 | 250,000 | 4,971 CHF | 3,750 CHF | 99.37% | 99.37% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,604 | 250,000 | 4,973 CHF | 3,750 CHF | 99.04% | 99.04% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,309 | 250,000 | 4,982 CHF | 3,750 CHF | 99.27% | 99.27% |
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 | 80.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,379 | 250,000 | 7,931 CHF | 4,497 CHF | 99.25% | 99.25% |