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 | 992,920 | 250,000 | 9,929 CHF | 5,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,250 | 250,000 | 9,953 CHF | 5,000 CHF | 99.26% | 99.26% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.28% | 99.28% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,583 | 250,000 | 9,936 CHF | 5,000 CHF | 99.39% | 99.39% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,105 | 250,000 | 9,941 CHF | 5,000 CHF | 99.35% | 99.35% |
13/11/2024 | 53.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,311 | 250,000 | 13,833 CHF | 5,980 CHF | 99.38% | 99.38% |
12/11/2024 | 48.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,662 | 250,000 | 15,873 CHF | 6,495 CHF | 99.10% | 99.10% |
11/11/2024 | 46.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,496 | 250,000 | 16,944 CHF | 6,749 CHF | 99.27% | 99.27% |
08/11/2024 | 41.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,088 CHF | 7,272 CHF | 99.39% | 99.39% |
07/11/2024 | 36.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,539 | 250,000 | 22,820 CHF | 8,239 CHF | 99.27% | 99.27% |