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 | 994,415 | 250,000 | 9,944 CHF | 5,000 CHF | 99.39% | 99.39% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,771 | 250,000 | 9,968 CHF | 5,000 CHF | 99.28% | 99.28% |
18/11/2024 | 63.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,810 CHF | 5,202 CHF | 99.29% | 99.29% |
15/11/2024 | 64.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,005 | 250,000 | 10,712 CHF | 5,190 CHF | 99.39% | 99.39% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,692 | 250,000 | 9,957 CHF | 5,000 CHF | 99.37% | 99.37% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,721 | 250,000 | 9,957 CHF | 5,000 CHF | 99.39% | 99.39% |
12/11/2024 | 65.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,086 | 250,000 | 10,314 CHF | 5,115 CHF | 99.09% | 99.09% |
11/11/2024 | 57.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,152 | 250,000 | 12,654 CHF | 5,685 CHF | 91.14% | 91.14% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,028 | 250,000 | 9,930 CHF | 5,000 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,107 | 250,000 | 9,961 CHF | 5,000 CHF | 99.26% | 99.26% |