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 | 93.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,938 CHF | 3,984 CHF | 99.45% | 99.45% |
19/11/2024 | 99.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,616 | 250,000 | 4,957 CHF | 3,757 CHF | 99.26% | 99.26% |
18/11/2024 | 98.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,340 | 250,000 | 5,119 CHF | 3,798 CHF | 99.29% | 99.29% |
15/11/2024 | 99.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,048 CHF | 3,762 CHF | 99.37% | 99.37% |
14/11/2024 | 99.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,408 | 250,000 | 5,018 CHF | 3,763 CHF | 99.15% | 99.15% |
13/11/2024 | 97.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 881,194 | 223,305 | 4,731 CHF | 3,431 CHF | 98.94% | 98.94% |
12/11/2024 | 99.68% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 496,234 | 125,000 | 2,506 CHF | 1,881 CHF | 99.02% | 99.02% |
11/11/2024 | 98.40% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,832 | 125,000 | 2,582 CHF | 1,907 CHF | 99.15% | 99.15% |
08/11/2024 | 98.33% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,625 CHF | 1,906 CHF | 99.38% | 99.38% |
07/11/2024 | 66.28% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 497,424 | 125,000 | 5,032 CHF | 2,514 CHF | 98.78% | 98.78% |