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 | 54.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,871 | 250,000 | 13,476 CHF | 5,896 CHF | 99.37% | 99.37% |
19/11/2024 | 54.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,154 | 250,000 | 13,465 CHF | 5,884 CHF | 99.26% | 99.26% |
18/11/2024 | 45.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,752 | 250,000 | 17,285 CHF | 6,833 CHF | 99.27% | 99.27% |
15/11/2024 | 46.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,558 | 250,000 | 16,540 CHF | 6,660 CHF | 99.38% | 99.38% |
14/11/2024 | 42.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,014 | 250,000 | 18,703 CHF | 7,206 CHF | 99.35% | 99.35% |
13/11/2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,392 | 250,000 | 17,779 CHF | 6,973 CHF | 99.36% | 99.36% |
12/11/2024 | 43.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,770 | 250,000 | 18,164 CHF | 7,067 CHF | 99.08% | 99.08% |
11/11/2024 | 37.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,416 | 250,000 | 21,866 CHF | 7,989 CHF | 99.20% | 99.20% |
08/11/2024 | 53.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,999 CHF | 6,000 CHF | 99.38% | 99.38% |
07/11/2024 | 52.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,589 | 250,000 | 14,169 CHF | 6,063 CHF | 99.25% | 99.25% |