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 | 993,230 | 250,000 | 9,932 CHF | 5,000 CHF | 99.30% | 99.30% |
18/11/2024 | 66.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,120 | 250,000 | 10,084 CHF | 5,033 CHF | 99.28% | 99.28% |
15/11/2024 | 65.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,213 CHF | 5,053 CHF | 99.39% | 99.39% |
14/11/2024 | 65.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,478 CHF | 5,120 CHF | 99.38% | 99.38% |
13/11/2024 | 52.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,344 CHF | 6,086 CHF | 99.38% | 99.38% |
12/11/2024 | 52.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,900 | 250,000 | 14,213 CHF | 6,080 CHF | 99.03% | 99.03% |
11/11/2024 | 52.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,718 | 250,000 | 14,313 CHF | 6,098 CHF | 99.24% | 99.24% |
08/11/2024 | 66.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,101 CHF | 5,025 CHF | 99.39% | 99.39% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,637 | 250,000 | 9,926 CHF | 5,000 CHF | 99.27% | 99.27% |