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 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.39% | 99.39% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,391 | 250,000 | 9,944 CHF | 5,000 CHF | 99.25% | 99.25% |
18/11/2024 | 66.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,054 | 250,000 | 9,949 CHF | 4,997 CHF | 99.30% | 99.30% |
15/11/2024 | 72.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,233 CHF | 4,808 CHF | 99.39% | 99.39% |
14/11/2024 | 70.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,844 | 250,000 | 9,419 CHF | 4,873 CHF | 99.35% | 99.35% |
13/11/2024 | 75.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,308 | 250,000 | 8,637 CHF | 4,676 CHF | 99.37% | 99.37% |
12/11/2024 | 82.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,866 | 250,000 | 7,661 CHF | 4,423 CHF | 99.05% | 99.05% |
11/11/2024 | 66.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,422 | 250,000 | 10,097 CHF | 5,036 CHF | 99.27% | 99.27% |
08/11/2024 | 69.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,652 CHF | 4,913 CHF | 99.39% | 99.39% |
07/11/2024 | 72.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,561 | 250,000 | 8,999 CHF | 4,766 CHF | 99.26% | 99.26% |