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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,939 | 250,000 | 4,965 CHF | 3,750 CHF | 99.37% | 99.37% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,350 | 250,000 | 4,977 CHF | 3,750 CHF | 99.25% | 99.25% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.27% | 99.27% |
15/11/2024 | 99.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,582 | 250,000 | 5,066 CHF | 3,775 CHF | 99.39% | 99.39% |
14/11/2024 | 91.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 958,392 | 250,000 | 5,877 CHF | 4,060 CHF | 53.19% | 53.19% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,339 | 250,000 | 9,943 CHF | 5,000 CHF | 99.38% | 99.38% |
12/11/2024 | 66.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 980,863 | 250,000 | 9,860 CHF | 5,019 CHF | 86.25% | 86.25% |
11/11/2024 | 65.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,735 | 250,000 | 10,119 CHF | 5,063 CHF | 95.11% | 95.11% |
08/11/2024 | 66.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,378 | 250,000 | 9,830 CHF | 5,006 CHF | 93.35% | 93.35% |
07/11/2024 | 50.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,311 | 250,000 | 14,729 CHF | 6,236 CHF | 95.45% | 95.45% |