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 | 98.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,742 | 250,000 | 5,242 CHF | 3,817 CHF | 99.38% | 99.38% |
19/11/2024 | 71.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,232 CHF | 4,808 CHF | 99.29% | 99.29% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.26% | 99.26% |
15/11/2024 | 85.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 909,280 | 250,000 | 6,421 CHF | 4,311 CHF | 48.96% | 48.96% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,999 | 250,000 | 9,960 CHF | 5,000 CHF | 99.37% | 99.37% |
13/11/2024 | 66.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,193 | 250,000 | 10,021 CHF | 5,015 CHF | 99.37% | 99.37% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,991 | 250,000 | 9,900 CHF | 5,000 CHF | 99.03% | 99.03% |
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 | 99.28% | 99.28% |
08/11/2024 | 55.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,346 | 250,000 | 13,375 CHF | 5,869 CHF | 99.38% | 99.38% |
07/11/2024 | 66.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,351 | 250,000 | 9,992 CHF | 5,007 CHF | 99.25% | 99.25% |