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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,014 | 250,000 | 4,980 CHF | 3,750 CHF | 99.38% | 99.38% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,466 | 250,000 | 4,947 CHF | 3,750 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 | 99.27% | 99.27% |
08/11/2024 | 96.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,213 | 250,000 | 5,472 CHF | 3,876 CHF | 99.38% | 99.38% |
07/11/2024 | 52.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,217 | 250,000 | 14,338 CHF | 6,099 CHF | 99.25% | 99.25% |
06/11/2024 | 40.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,621 | 250,000 | 19,667 CHF | 7,439 CHF | 99.38% | 99.38% |
05/11/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,992 CHF | 7,498 CHF | 99.38% | 99.38% |
04/11/2024 | 40.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,518 | 250,000 | 19,776 CHF | 7,491 CHF | 97.50% | 97.50% |
01/11/2024 | 43.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,879 | 250,000 | 18,273 CHF | 7,120 CHF | 97.68% | 97.68% |
31/10/2024 | 41.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,296 CHF | 7,324 CHF | 99.38% | 99.38% |