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 | 993,098 | 250,000 | 4,965 CHF | 3,750 CHF | 99.39% | 99.39% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 981,238 | 250,000 | 4,906 CHF | 3,750 CHF | 99.24% | 99.24% |
18/11/2024 | 98.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,276 CHF | 3,819 CHF | 99.26% | 99.26% |
15/11/2024 | 85.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,888 | 250,000 | 7,084 CHF | 4,279 CHF | 99.39% | 99.39% |
14/11/2024 | 97.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,279 | 250,000 | 5,309 CHF | 3,835 CHF | 99.37% | 99.37% |
13/11/2024 | 71.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,736 | 250,000 | 9,197 CHF | 4,812 CHF | 99.36% | 99.36% |
12/11/2024 | 67.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,064 | 250,000 | 9,861 CHF | 4,978 CHF | 99.06% | 99.06% |
11/11/2024 | 66.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,661 | 250,000 | 10,144 CHF | 5,044 CHF | 99.28% | 99.28% |
08/11/2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,004 CHF | 5,001 CHF | 99.39% | 99.39% |
07/11/2024 | 66.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,965 | 250,000 | 10,051 CHF | 5,025 CHF | 99.19% | 99.19% |