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 | 994,522 | 250,000 | 9,945 CHF | 5,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,797 | 250,000 | 9,968 CHF | 5,000 CHF | 99.26% | 99.26% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.28% | 99.28% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,032 | 250,000 | 9,950 CHF | 5,000 CHF | 99.39% | 99.39% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,713 | 250,000 | 9,957 CHF | 5,000 CHF | 99.37% | 99.37% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,892 | 250,000 | 9,959 CHF | 5,000 CHF | 99.37% | 99.37% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,229 | 250,000 | 9,892 CHF | 5,000 CHF | 99.07% | 99.07% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,154 | 250,000 | 9,942 CHF | 5,000 CHF | 91.13% | 91.13% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,983 | 250,000 | 9,930 CHF | 5,000 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,152 | 250,000 | 9,962 CHF | 5,000 CHF | 99.26% | 99.26% |