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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,899 | 250,000 | 4,980 CHF | 3,750 CHF | 99.39% | 99.39% |
12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,302 | 250,000 | 4,947 CHF | 3,750 CHF | 99.10% | 99.10% |
11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.27% | 99.27% |
08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,208 | 250,000 | 4,966 CHF | 3,750 CHF | 99.38% | 99.38% |
07/11/2024 | 99.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,125 | 250,000 | 4,995 CHF | 3,754 CHF | 99.26% | 99.26% |
06/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,641 | 250,000 | 9,956 CHF | 5,000 CHF | 99.38% | 99.38% |
05/11/2024 | 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% |
04/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,408 | 250,000 | 9,904 CHF | 5,000 CHF | 97.51% | 97.51% |
01/11/2024 | 68.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,867 | 250,000 | 9,575 CHF | 4,922 CHF | 97.67% | 97.67% |
31/10/2024 | 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% |