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 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.25% | 99.25% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,653 | 250,000 | 4,998 CHF | 3,750 CHF | 99.01% | 99.01% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,604 | 250,000 | 4,938 CHF | 3,750 CHF | 97.52% | 97.52% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,899 | 250,000 | 4,999 CHF | 3,750 CHF | 98.45% | 98.45% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,830 | 250,000 | 4,979 CHF | 3,750 CHF | 95.52% | 95.52% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 892,857 | 223,226 | 4,464 CHF | 3,348 CHF | 98.88% | 98.88% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,937 | 125,000 | 2,500 CHF | 1,875 CHF | 98.26% | 98.26% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 491,566 | 125,000 | 2,458 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 | 99.42% | 99.42% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,992 | 125,000 | 2,500 CHF | 1,875 CHF | 98.85% | 98.85% |