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 | 127.31% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,903 CHF | 6,476 CHF | 99.41% | 99.41% |
19/11/2024 | 94.70% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,320 | 250,000 | 11,655 CHF | 7,925 CHF | 97.86% | 97.86% |
18/11/2024 | 101.46% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,483 | 250,000 | 9,636 CHF | 7,445 CHF | 99.05% | 99.05% |
15/11/2024 | 132.11% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,183 CHF | 6,296 CHF | 99.35% | 99.35% |
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 | 99.31% | 99.31% |
13/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 893,084 | 223,271 | 4,465 CHF | 5,582 CHF | 99.25% | 99.25% |
12/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 500,000 | 125,000 | 497,158 | 125,000 | 2,486 CHF | 3,125 CHF | 98.54% | 98.54% |
11/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 493,121 | 125,000 | 493 CHF | 2,500 CHF | 99.12% | 99.12% |
08/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 500 CHF | 2,500 CHF | 99.35% | 99.35% |
07/11/2024 | 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% |