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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 97.93% | 97.93% |
22/11/2024 | 67.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,381 | 250,000 | 9,871 CHF | 4,987 CHF | 99.39% | 99.39% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,057 | 250,000 | 9,951 CHF | 5,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,549 | 250,000 | 9,935 CHF | 5,000 CHF | 97.59% | 97.59% |
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 | 99.25% | 99.25% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,676 | 250,000 | 9,957 CHF | 5,000 CHF | 99.39% | 99.39% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,321 | 250,000 | 9,963 CHF | 5,000 CHF | 99.38% | 99.38% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,400 | 250,000 | 9,964 CHF | 5,000 CHF | 99.39% | 99.39% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,701 | 250,000 | 9,907 CHF | 5,000 CHF | 99.03% | 99.03% |
11/11/2024 | 66.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,056 CHF | 5,014 CHF | 99.28% | 99.28% |