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 | 126.58% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,013 CHF | 6,503 CHF | 99.47% | 99.47% |
19/11/2024 | 82.58% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 982,348 | 250,000 | 14,386 CHF | 8,678 CHF | 98.75% | 98.75% |
18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,328 | 250,000 | 9,853 CHF | 7,500 CHF | 99.20% | 99.20% |
15/11/2024 | 100.38% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,943 CHF | 7,486 CHF | 99.23% | 99.23% |
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 | 99.41% | 99.41% |
13/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 880,881 | 223,093 | 4,404 CHF | 5,577 CHF | 98.57% | 98.57% |
12/11/2024 | 132.56% | 0.01 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,558 CHF | 3,139 CHF | 99.09% | 99.09% |
11/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 493,129 | 125,000 | 493 CHF | 2,500 CHF | 99.11% | 99.11% |
08/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 500 CHF | 2,500 CHF | 99.43% | 99.43% |
07/11/2024 | 180.25% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 529 CHF | 2,512 CHF | 99.24% | 99.24% |