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 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.45% | 99.45% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,649 | 250,000 | 4,998 CHF | 3,750 CHF | 98.87% | 98.87% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,295 | 250,000 | 4,891 CHF | 3,750 CHF | 99.34% | 99.34% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,890 | 250,000 | 4,999 CHF | 3,750 CHF | 98.52% | 98.52% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,832 | 250,000 | 4,979 CHF | 3,750 CHF | 95.47% | 95.47% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 892,535 | 223,261 | 4,463 CHF | 3,349 CHF | 98.98% | 98.98% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,937 | 125,000 | 2,500 CHF | 1,875 CHF | 98.27% | 98.27% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,279 | 125,000 | 2,461 CHF | 1,875 CHF | 98.15% | 98.15% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 498,500 | 125,000 | 2,493 CHF | 1,875 CHF | 98.80% | 98.80% |
07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,500 CHF | 1,875 CHF | 99.24% | 99.24% |