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 | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |
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 | 99.38% | 99.38% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.36% | 99.36% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 200,000 | 1,000,000 | 248,926 | 10,000 CHF | 4,979 CHF | 99.38% | 99.38% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.15% | 99.15% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 200,000 | 1,000,000 | 206,401 | 10,000 CHF | 4,128 CHF | 99.38% | 99.38% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 200,000 | 1,000,000 | 217,428 | 10,000 CHF | 4,349 CHF | 99.37% | 99.37% |
07/11/2024 | 54.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 200,000 | 1,000,000 | 179,204 | 14,704 CHF | 4,317 CHF | 96.22% | 96.22% |