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 | 66.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,977 CHF | 4,994 CHF | 99.49% | 99.49% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 98.66% | 98.66% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,440 | 250,000 | 9,854 CHF | 5,000 CHF | 99.31% | 99.31% |
15/11/2024 | 68.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,760 CHF | 4,940 CHF | 99.33% | 99.33% |
14/11/2024 | 67.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,948 CHF | 4,987 CHF | 99.47% | 99.47% |
13/11/2024 | 68.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 886,276 | 223,384 | 8,595 CHF | 4,401 CHF | 99.12% | 99.12% |
12/11/2024 | 66.91% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 496,313 | 125,000 | 4,945 CHF | 2,495 CHF | 99.15% | 99.15% |
11/11/2024 | 75.78% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,636 | 125,000 | 4,270 CHF | 2,329 CHF | 99.32% | 99.32% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 5,000 CHF | 2,500 CHF | 99.47% | 99.47% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 489,245 | 125,000 | 4,892 CHF | 2,500 CHF | 20.16% | 20.16% |