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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,334 | 250,000 | 4,967 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,625 | 250,000 | 4,978 CHF | 3,750 CHF | 99.28% | 99.28% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.31% | 99.31% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,062 | 250,000 | 4,970 CHF | 3,750 CHF | 99.38% | 99.38% |
14/11/2024 | 80.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,504 | 250,000 | 7,803 CHF | 4,465 CHF | 99.35% | 99.35% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,845 | 250,000 | 9,948 CHF | 5,000 CHF | 99.36% | 99.36% |
12/11/2024 | 66.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,121 | 250,000 | 9,958 CHF | 5,002 CHF | 99.09% | 99.09% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,788 | 250,000 | 9,968 CHF | 5,000 CHF | 99.29% | 99.29% |
08/11/2024 | 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% |
07/11/2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,909 | 250,000 | 9,963 CHF | 5,004 CHF | 99.28% | 99.28% |