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 | 993,339 | 250,000 | 4,967 CHF | 3,750 CHF | 99.38% | 99.38% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,573 | 250,000 | 4,978 CHF | 3,750 CHF | 99.28% | 99.28% |
18/11/2024 | 99.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,034 CHF | 3,758 CHF | 99.29% | 99.29% |
15/11/2024 | 97.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,135 | 250,000 | 5,402 CHF | 3,858 CHF | 99.38% | 99.38% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,570 | 250,000 | 4,973 CHF | 3,750 CHF | 99.35% | 99.35% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,894 | 250,000 | 4,974 CHF | 3,750 CHF | 99.36% | 99.36% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,506 | 250,000 | 4,938 CHF | 3,750 CHF | 99.04% | 99.04% |
11/11/2024 | 99.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,007 CHF | 3,752 CHF | 99.25% | 99.25% |
08/11/2024 | 84.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,383 CHF | 4,346 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,044 | 250,000 | 9,950 CHF | 5,000 CHF | 99.26% | 99.26% |