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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,794 | 250,000 | 14,892 CHF | 6,250 CHF | 99.38% | 99.38% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 981,628 | 250,000 | 14,724 CHF | 6,250 CHF | 99.07% | 99.07% |
18/11/2024 | 49.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,777 | 250,000 | 15,349 CHF | 6,349 CHF | 99.27% | 99.27% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,635 | 250,000 | 14,905 CHF | 6,250 CHF | 99.37% | 99.37% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,970 | 250,000 | 14,910 CHF | 6,250 CHF | 99.36% | 99.36% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,386 | 250,000 | 14,916 CHF | 6,250 CHF | 99.36% | 99.36% |
12/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,752 | 250,000 | 14,921 CHF | 6,250 CHF | 99.06% | 99.06% |
11/11/2024 | 45.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,443 | 250,000 | 17,086 CHF | 6,789 CHF | 99.22% | 99.22% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.39% | 99.39% |
07/11/2024 | 50.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,531 | 250,000 | 14,827 CHF | 6,227 CHF | 99.18% | 99.18% |