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 | 992,865 | 250,000 | 4,964 CHF | 3,750 CHF | 99.38% | 99.38% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,283 | 250,000 | 4,976 CHF | 3,750 CHF | 99.26% | 99.26% |
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 | 99.28% | 99.28% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,585 | 250,000 | 4,968 CHF | 3,750 CHF | 99.39% | 99.39% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,874 | 250,000 | 4,969 CHF | 3,750 CHF | 99.38% | 99.38% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,405 | 250,000 | 4,972 CHF | 3,750 CHF | 99.37% | 99.37% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,668 | 250,000 | 4,973 CHF | 3,750 CHF | 99.11% | 99.11% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,476 | 250,000 | 4,982 CHF | 3,750 CHF | 99.29% | 99.29% |
08/11/2024 | 94.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,861 CHF | 3,965 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,622 | 250,000 | 9,946 CHF | 5,000 CHF | 99.26% | 99.26% |