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 | 995,041 | 250,000 | 4,975 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.24% | 99.24% |
18/11/2024 | 99.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,063 CHF | 3,766 CHF | 99.28% | 99.28% |
15/11/2024 | 88.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,889 | 250,000 | 6,718 CHF | 4,185 CHF | 99.37% | 99.37% |
14/11/2024 | 82.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,736 | 250,000 | 7,627 CHF | 4,415 CHF | 99.34% | 99.34% |
13/11/2024 | 79.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,669 | 250,000 | 8,125 CHF | 4,536 CHF | 99.36% | 99.36% |
12/11/2024 | 66.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,700 | 250,000 | 9,860 CHF | 4,988 CHF | 99.06% | 99.06% |
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 | 66.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,625 | 250,000 | 9,937 CHF | 5,000 CHF | 99.39% | 99.39% |
07/11/2024 | 56.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,872 | 250,000 | 13,164 CHF | 5,803 CHF | 99.26% | 99.26% |