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 | 126.56% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 991,339 | 250,000 | 5,969 CHF | 6,504 CHF | 99.02% | 99.02% |
19/11/2024 | 90.77% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,036 | 250,000 | 12,525 CHF | 8,144 CHF | 99.05% | 99.05% |
18/11/2024 | 100.74% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,503 | 250,000 | 9,734 CHF | 7,472 CHF | 99.17% | 99.17% |
15/11/2024 | 127.41% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,889 CHF | 6,472 CHF | 99.43% | 99.43% |
14/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 6,250 CHF | 99.38% | 99.38% |
13/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 885,834 | 223,181 | 4,429 CHF | 5,580 CHF | 98.92% | 98.92% |
12/11/2024 | 133.02% | 0.01 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,524 CHF | 3,131 CHF | 99.08% | 99.08% |
11/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 492,264 | 125,000 | 492 CHF | 2,500 CHF | 99.35% | 99.35% |
08/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 500 CHF | 2,500 CHF | 99.26% | 99.26% |
07/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 497,116 | 125,000 | 497 CHF | 2,500 CHF | 99.08% | 99.08% |