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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,841 | 250,000 | 9,928 CHF | 5,000 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,004 | 250,000 | 9,950 CHF | 5,000 CHF | 99.29% | 99.29% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,980 | 250,000 | 9,970 CHF | 5,000 CHF | 99.27% | 99.27% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,609 | 250,000 | 9,936 CHF | 5,000 CHF | 99.38% | 99.38% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,999 | 250,000 | 9,940 CHF | 5,000 CHF | 99.33% | 99.33% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,252 | 250,000 | 9,943 CHF | 5,000 CHF | 99.38% | 99.38% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,752 | 250,000 | 9,948 CHF | 5,000 CHF | 99.08% | 99.08% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,290 | 250,000 | 9,963 CHF | 5,000 CHF | 99.24% | 99.24% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |
07/11/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,430 | 250,000 | 9,951 CHF | 5,002 CHF | 99.26% | 99.26% |