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 | 994,804 | 250,000 | 4,974 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.30% | 99.30% |
18/11/2024 | 95.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,719 CHF | 3,930 CHF | 99.28% | 99.28% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,240 | 250,000 | 4,976 CHF | 3,750 CHF | 99.39% | 99.39% |
14/11/2024 | 83.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,193 | 250,000 | 7,385 CHF | 4,351 CHF | 99.34% | 99.34% |
13/11/2024 | 92.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,079 | 250,000 | 6,181 CHF | 4,050 CHF | 99.38% | 99.38% |
12/11/2024 | 70.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,609 | 250,000 | 9,370 CHF | 4,860 CHF | 99.08% | 99.08% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.30% | 99.30% |
08/11/2024 | 72.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,275 | 250,000 | 9,057 CHF | 4,781 CHF | 99.38% | 99.38% |
07/11/2024 | 97.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,426 | 250,000 | 5,362 CHF | 3,845 CHF | 99.26% | 99.26% |