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 | 994,376 | 250,000 | 4,972 CHF | 3,750 CHF | 99.36% | 99.36% |
19/11/2024 | 98.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,677 | 250,000 | 5,225 CHF | 3,810 CHF | 99.25% | 99.25% |
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 | 99.26% | 99.26% |
15/11/2024 | 99.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,953 | 250,000 | 5,101 CHF | 3,782 CHF | 99.37% | 99.37% |
14/11/2024 | 99.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,453 | 250,000 | 5,126 CHF | 3,787 CHF | 99.37% | 99.37% |
13/11/2024 | 77.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,752 | 250,000 | 8,338 CHF | 4,595 CHF | 99.36% | 99.36% |
12/11/2024 | 96.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,859 | 250,000 | 5,484 CHF | 3,885 CHF | 99.06% | 99.06% |
11/11/2024 | 93.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,992 CHF | 3,998 CHF | 99.23% | 99.23% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,862 | 250,000 | 9,929 CHF | 5,000 CHF | 99.39% | 99.39% |
07/11/2024 | 65.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,980 | 250,000 | 10,348 CHF | 5,097 CHF | 99.27% | 99.27% |