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 | 66.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,003 CHF | 5,001 CHF | 99.22% | 99.22% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,647 | 250,000 | 9,996 CHF | 5,000 CHF | 99.03% | 99.03% |
18/11/2024 | 63.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,388 | 250,000 | 10,839 CHF | 5,251 CHF | 97.86% | 97.86% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,105 | 250,000 | 9,951 CHF | 5,000 CHF | 97.79% | 97.79% |
14/11/2024 | 64.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,944 | 250,000 | 10,574 CHF | 5,144 CHF | 98.73% | 98.73% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 891,173 | 222,820 | 8,912 CHF | 4,456 CHF | 97.38% | 97.38% |
12/11/2024 | 52.14% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 499,439 | 125,000 | 7,170 CHF | 3,045 CHF | 98.56% | 98.56% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 491,485 | 125,000 | 4,915 CHF | 2,500 CHF | 99.38% | 99.38% |
08/11/2024 | 58.61% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 6,208 CHF | 2,802 CHF | 99.31% | 99.31% |
07/11/2024 | 60.02% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,994 | 125,000 | 5,997 CHF | 2,749 CHF | 98.71% | 98.71% |