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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.97% | 99.97% |
19/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.84% | 99.84% |
18/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,795 | 250,000 | 24,820 CHF | 8,750 CHF | 99.88% | 99.88% |
15/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
14/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.63% | 99.63% |
13/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.94% | 99.94% |
12/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.82% | 99.82% |
11/11/2024 | 33.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,613 CHF | 8,653 CHF | 99.77% | 99.77% |
08/11/2024 | 33.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,313 CHF | 8,828 CHF | 99.88% | 99.88% |
07/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.90% | 99.90% |