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 | 994,607 | 250,000 | 4,973 CHF | 3,750 CHF | 99.38% | 99.38% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.25% | 99.25% |
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 | 99.26% | 99.26% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,242 | 250,000 | 4,976 CHF | 3,750 CHF | 99.37% | 99.37% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,819 | 250,000 | 4,979 CHF | 3,750 CHF | 99.37% | 99.37% |
13/11/2024 | 99.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,070 | 250,000 | 5,056 CHF | 3,769 CHF | 99.36% | 99.36% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,724 | 250,000 | 9,897 CHF | 5,000 CHF | 99.03% | 99.03% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.23% | 99.23% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,091 | 250,000 | 9,931 CHF | 5,000 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,272 | 250,000 | 9,963 CHF | 5,000 CHF | 99.25% | 99.25% |