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 | 65.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,660 | 250,000 | 10,155 CHF | 5,057 CHF | 98.95% | 98.95% |
19/11/2024 | 65.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,567 | 250,000 | 10,488 CHF | 5,123 CHF | 98.65% | 98.65% |
18/11/2024 | 55.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,509 | 250,000 | 13,179 CHF | 5,844 CHF | 99.18% | 99.18% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,032 | 250,000 | 9,970 CHF | 5,000 CHF | 98.33% | 98.33% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,469 | 250,000 | 9,995 CHF | 5,000 CHF | 98.63% | 98.63% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 883,699 | 223,367 | 8,837 CHF | 4,467 CHF | 99.02% | 99.02% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 494,232 | 125,000 | 4,942 CHF | 2,500 CHF | 98.43% | 98.43% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,381 | 125,000 | 4,924 CHF | 2,500 CHF | 99.23% | 99.23% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 5,000 CHF | 2,500 CHF | 99.43% | 99.43% |
07/11/2024 | 55.43% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,795 | 125,000 | 6,684 CHF | 2,921 CHF | 98.80% | 98.80% |