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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.48% | 99.48% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,522 | 250,000 | 14,993 CHF | 6,250 CHF | 98.51% | 98.51% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,418 | 250,000 | 14,781 CHF | 6,250 CHF | 98.92% | 98.92% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,022 | 250,000 | 14,955 CHF | 6,250 CHF | 98.79% | 98.79% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,094 | 250,000 | 14,911 CHF | 6,250 CHF | 98.79% | 98.79% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 883,261 | 223,243 | 13,249 CHF | 5,581 CHF | 98.56% | 98.56% |
12/11/2024 | 50.01% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 494,048 | 125,000 | 7,410 CHF | 3,125 CHF | 98.51% | 98.51% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 493,577 | 125,000 | 7,404 CHF | 3,125 CHF | 99.01% | 99.01% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,500 CHF | 3,125 CHF | 99.45% | 99.45% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 499,308 | 125,000 | 7,490 CHF | 3,125 CHF | 98.85% | 98.85% |