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 | 995,048 | 250,000 | 4,975 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 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% |
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 | 99.27% | 99.27% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,790 | 250,000 | 4,979 CHF | 3,750 CHF | 99.39% | 99.39% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,729 | 250,000 | 4,984 CHF | 3,750 CHF | 99.34% | 99.34% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,690 | 250,000 | 4,983 CHF | 3,750 CHF | 99.36% | 99.36% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,855 | 250,000 | 4,954 CHF | 3,750 CHF | 99.04% | 99.04% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.27% | 99.27% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,601 | 250,000 | 4,968 CHF | 3,750 CHF | 99.39% | 99.39% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,959 | 250,000 | 4,985 CHF | 3,750 CHF | 99.24% | 99.24% |