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 | 994,533 | 250,000 | 4,973 CHF | 3,750 CHF | 99.09% | 99.09% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,122 | 250,000 | 4,931 CHF | 3,750 CHF | 97.84% | 97.84% |
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 | 99.32% | 99.32% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,748 | 250,000 | 4,954 CHF | 3,750 CHF | 99.35% | 99.35% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,651 | 250,000 | 4,918 CHF | 3,750 CHF | 99.47% | 99.47% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 876,142 | 222,364 | 4,381 CHF | 3,335 CHF | 99.20% | 99.20% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 490,123 | 125,000 | 2,451 CHF | 1,875 CHF | 99.00% | 99.00% |
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 | 99.33% | 99.33% |
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 | 99.47% | 99.47% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,742 | 125,000 | 2,464 CHF | 1,875 CHF | 99.23% | 99.23% |