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 | 49.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,078 CHF | 6,269 CHF | 100.00% | 100.00% |
19/11/2024 | 44.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,707 CHF | 6,927 CHF | 99.89% | 99.89% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.91% | 99.91% |
15/11/2024 | 47.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,010 CHF | 6,503 CHF | 100.00% | 100.00% |
14/11/2024 | 49.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,023 CHF | 6,256 CHF | 100.00% | 100.00% |
13/11/2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,013 CHF | 6,253 CHF | 100.00% | 100.00% |
12/11/2024 | 50.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,169 | 250,000 | 14,763 CHF | 6,216 CHF | 99.66% | 99.66% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.91% | 99.91% |
08/11/2024 | 51.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,630 CHF | 6,157 CHF | 100.00% | 100.00% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.90% | 99.90% |