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 | 994,592 | 250,000 | 4,973 CHF | 3,750 CHF | 99.39% | 99.39% |
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 | 99.26% | 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 | 99.26% | 99.26% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,296 | 250,000 | 4,976 CHF | 3,750 CHF | 99.38% | 99.38% |
14/11/2024 | 99.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,057 | 250,000 | 5,129 CHF | 3,787 CHF | 99.35% | 99.35% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,002 | 250,000 | 9,960 CHF | 5,000 CHF | 99.38% | 99.38% |
12/11/2024 | 91.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,364 | 250,000 | 6,177 CHF | 4,058 CHF | 99.09% | 99.09% |
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 | 99.23% | 99.23% |
08/11/2024 | 96.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,253 | 250,000 | 5,561 CHF | 3,899 CHF | 99.38% | 99.38% |
07/11/2024 | 67.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,262 | 250,000 | 9,808 CHF | 4,961 CHF | 99.27% | 99.27% |