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 | 70.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,079 | 250,000 | 9,286 CHF | 4,841 CHF | 98.98% | 98.98% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,459 | 250,000 | 9,985 CHF | 5,000 CHF | 98.95% | 98.95% |
18/11/2024 | 66.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,776 | 250,000 | 9,960 CHF | 5,031 CHF | 99.16% | 99.16% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,019 | 250,000 | 9,970 CHF | 5,000 CHF | 98.79% | 98.79% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,294 | 250,000 | 9,943 CHF | 5,000 CHF | 98.77% | 98.77% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 889,888 | 223,435 | 8,899 CHF | 4,469 CHF | 99.27% | 99.27% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 496,409 | 125,000 | 4,964 CHF | 2,500 CHF | 99.09% | 99.09% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 493,222 | 125,000 | 4,932 CHF | 2,500 CHF | 99.01% | 99.01% |
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 | 99.29% | 99.29% |
07/11/2024 | 55.45% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 6,683 CHF | 2,921 CHF | 99.32% | 99.32% |