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 | 50.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,920 CHF | 6,230 CHF | 99.39% | 99.39% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,858 | 250,000 | 14,907 CHF | 6,250 CHF | 99.25% | 99.25% |
18/11/2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,784 | 250,000 | 14,892 CHF | 6,239 CHF | 99.27% | 99.27% |
15/11/2024 | 59.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,300 CHF | 5,575 CHF | 99.38% | 99.38% |
14/11/2024 | 63.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,898 CHF | 5,225 CHF | 99.37% | 99.37% |
13/11/2024 | 62.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,930 | 250,000 | 11,179 CHF | 5,312 CHF | 99.36% | 99.36% |
12/11/2024 | 64.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,369 | 250,000 | 10,460 CHF | 5,132 CHF | 99.06% | 99.06% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,178 | 250,000 | 9,952 CHF | 5,000 CHF | 99.28% | 99.28% |
08/11/2024 | 56.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,966 CHF | 5,742 CHF | 99.39% | 99.39% |
07/11/2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,172 | 250,000 | 14,971 CHF | 6,268 CHF | 99.22% | 99.22% |