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 | 62.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,216 CHF | 5,304 CHF | 99.41% | 99.41% |
19/11/2024 | 50.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,959 | 250,000 | 14,819 CHF | 6,246 CHF | 98.91% | 98.91% |
18/11/2024 | 50.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,993 CHF | 6,248 CHF | 99.29% | 99.29% |
15/11/2024 | 65.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,836 | 250,000 | 10,337 CHF | 5,102 CHF | 98.75% | 98.75% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,825 | 250,000 | 9,858 CHF | 5,000 CHF | 99.16% | 99.16% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 879,779 | 222,108 | 8,798 CHF | 4,442 CHF | 98.20% | 98.20% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 488,816 | 125,000 | 4,888 CHF | 2,500 CHF | 98.96% | 98.96% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 5,000 CHF | 2,500 CHF | 99.39% | 99.39% |
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 | 99.47% | 99.47% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,315 | 125,000 | 4,923 CHF | 2,500 CHF | 99.26% | 99.26% |