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 | 65.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,401 CHF | 5,100 CHF | 99.48% | 99.48% |
19/11/2024 | 62.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,556 | 250,000 | 11,205 CHF | 5,325 CHF | 99.09% | 99.09% |
18/11/2024 | 64.18% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,531 | 250,000 | 10,592 CHF | 5,187 CHF | 99.33% | 99.33% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,123 | 250,000 | 9,951 CHF | 5,000 CHF | 98.92% | 98.92% |
14/11/2024 | 64.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,820 | 250,000 | 10,578 CHF | 5,157 CHF | 98.60% | 98.60% |
13/11/2024 | 71.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 893,106 | 223,276 | 8,264 CHF | 4,299 CHF | 99.08% | 99.08% |
12/11/2024 | 65.09% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 5,237 CHF | 2,559 CHF | 99.16% | 99.16% |
11/11/2024 | 65.89% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,424 | 125,000 | 5,026 CHF | 2,529 CHF | 99.33% | 99.33% |
08/11/2024 | 50.84% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,374 CHF | 3,094 CHF | 99.48% | 99.48% |
07/11/2024 | 54.98% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 499,956 | 125,000 | 6,753 CHF | 2,938 CHF | 98.69% | 98.69% |