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 | 993,296 | 250,000 | 4,966 CHF | 3,750 CHF | 99.38% | 99.38% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,746 | 250,000 | 4,979 CHF | 3,750 CHF | 99.28% | 99.28% |
18/11/2024 | 94.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,762 CHF | 3,941 CHF | 99.26% | 99.26% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,076 | 250,000 | 9,941 CHF | 5,000 CHF | 99.38% | 99.38% |
14/11/2024 | 55.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,468 | 250,000 | 13,366 CHF | 5,862 CHF | 99.36% | 99.36% |
13/11/2024 | 46.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,635 | 250,000 | 16,465 CHF | 6,636 CHF | 99.39% | 99.39% |
12/11/2024 | 42.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,164 | 250,000 | 18,651 CHF | 7,181 CHF | 99.07% | 99.07% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,721 | 250,000 | 19,934 CHF | 7,500 CHF | 99.28% | 99.28% |
08/11/2024 | 38.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,040 CHF | 7,760 CHF | 99.39% | 99.39% |
07/11/2024 | 34.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,895 | 250,000 | 23,893 CHF | 8,505 CHF | 99.28% | 99.28% |