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 | 994,639 | 250,000 | 4,973 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,608 | 250,000 | 4,968 CHF | 3,750 CHF | 97.55% | 97.55% |
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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,385 | 250,000 | 4,977 CHF | 3,750 CHF | 99.37% | 99.37% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,149 | 250,000 | 4,981 CHF | 3,750 CHF | 99.35% | 99.35% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,186 | 250,000 | 4,981 CHF | 3,750 CHF | 99.36% | 99.36% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,752 | 250,000 | 4,949 CHF | 3,750 CHF | 99.06% | 99.06% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.25% | 99.25% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,347 | 250,000 | 4,967 CHF | 3,750 CHF | 99.37% | 99.37% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,462 | 250,000 | 4,982 CHF | 3,750 CHF | 99.25% | 99.25% |