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 | 130.09% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,486 CHF | 6,372 CHF | 99.14% | 99.14% |
19/11/2024 | 101.83% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,408 | 250,000 | 10,002 CHF | 7,517 CHF | 99.10% | 99.10% |
18/11/2024 | 104.82% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,253 | 250,000 | 9,139 CHF | 7,319 CHF | 98.98% | 98.98% |
15/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 6,250 CHF | 99.36% | 99.36% |
14/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,954 | 250,000 | 4,975 CHF | 6,250 CHF | 98.72% | 98.72% |
13/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 887,502 | 223,128 | 4,438 CHF | 5,578 CHF | 98.73% | 98.73% |
12/11/2024 | 133.33% | 0.01 CHF | 0.03 CHF | 500,000 | 125,000 | 497,165 | 125,000 | 2,486 CHF | 3,125 CHF | 98.80% | 98.80% |
11/11/2024 | 146.61% | 0.00 CHF | 0.03 CHF | 500,000 | 125,000 | 492,058 | 125,000 | 1,906 CHF | 3,094 CHF | 99.31% | 99.31% |
08/11/2024 | 144.83% | 0.00 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,000 CHF | 3,125 CHF | 99.42% | 99.42% |
07/11/2024 | 144.48% | 0.00 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 2,015 CHF | 3,125 CHF | 99.21% | 99.21% |