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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,507 | 250,000 | 4,973 CHF | 3,750 CHF | 99.13% | 99.13% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,048 | 250,000 | 4,930 CHF | 3,750 CHF | 97.85% | 97.85% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.26% | 99.26% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,215 | 250,000 | 4,956 CHF | 3,750 CHF | 98.63% | 98.63% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 984,590 | 250,000 | 4,923 CHF | 3,750 CHF | 99.36% | 99.36% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 875,823 | 222,383 | 4,379 CHF | 3,336 CHF | 99.26% | 99.26% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 489,662 | 125,000 | 2,448 CHF | 1,875 CHF | 99.11% | 99.11% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,500 CHF | 1,875 CHF | 99.34% | 99.34% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,500 CHF | 1,875 CHF | 99.29% | 99.29% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,678 | 125,000 | 2,463 CHF | 1,875 CHF | 99.23% | 99.23% |