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 | 994,420 | 250,000 | 14,917 CHF | 6,250 CHF | 99.39% | 99.39% |
19/11/2024 | 49.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,806 | 250,000 | 14,992 CHF | 6,260 CHF | 99.27% | 99.27% |
18/11/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,996 CHF | 7,499 CHF | 99.28% | 99.28% |
15/11/2024 | 39.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,042 | 250,000 | 20,519 CHF | 7,654 CHF | 99.39% | 99.39% |
14/11/2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,885 | 250,000 | 15,247 CHF | 6,327 CHF | 99.35% | 99.35% |
13/11/2024 | 48.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,902 | 250,000 | 15,500 CHF | 6,390 CHF | 99.37% | 99.37% |
12/11/2024 | 41.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,251 | 250,000 | 18,799 CHF | 7,254 CHF | 99.07% | 99.07% |
11/11/2024 | 40.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,442 | 250,000 | 19,669 CHF | 7,445 CHF | 91.10% | 91.10% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,008 | 250,000 | 14,895 CHF | 6,250 CHF | 99.39% | 99.39% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,162 | 250,000 | 14,942 CHF | 6,250 CHF | 99.24% | 99.24% |