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 | 994,560 | 250,000 | 4,973 CHF | 3,750 CHF | 99.14% | 99.14% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,146 | 250,000 | 4,926 CHF | 3,750 CHF | 98.75% | 98.75% |
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 | 99.33% | 99.33% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,320 | 250,000 | 4,957 CHF | 3,750 CHF | 99.31% | 99.31% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,376 | 250,000 | 4,932 CHF | 3,750 CHF | 99.33% | 99.33% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 876,094 | 222,392 | 4,380 CHF | 3,336 CHF | 99.29% | 99.29% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 489,695 | 125,000 | 2,448 CHF | 1,875 CHF | 99.13% | 99.13% |
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 | 99.31% | 99.31% |
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 | 492,451 | 125,000 | 2,462 CHF | 1,875 CHF | 99.31% | 99.31% |