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 | 92.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,718 | 250,000 | 6,071 CHF | 4,024 CHF | 99.36% | 99.36% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.26% | 99.26% |
18/11/2024 | 68.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,782 CHF | 4,945 CHF | 99.26% | 99.26% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,258 | 250,000 | 9,953 CHF | 5,000 CHF | 99.37% | 99.37% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,938 | 250,000 | 9,959 CHF | 5,000 CHF | 99.35% | 99.35% |
13/11/2024 | 68.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,061 | 250,000 | 9,709 CHF | 4,937 CHF | 99.36% | 99.36% |
12/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,496 | 250,000 | 14,842 CHF | 6,250 CHF | 99.06% | 99.06% |
11/11/2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,955 CHF | 6,239 CHF | 99.23% | 99.23% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,094 | 250,000 | 14,896 CHF | 6,250 CHF | 99.39% | 99.39% |
07/11/2024 | 48.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,365 | 250,000 | 15,526 CHF | 6,395 CHF | 99.24% | 99.24% |