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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,602 | 250,000 | 9,926 CHF | 5,000 CHF | 98.39% | 98.39% |
22/11/2024 | 64.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,567 CHF | 5,142 CHF | 99.81% | 99.81% |
20/11/2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,362 CHF | 7,591 CHF | 99.80% | 99.80% |
19/11/2024 | 50.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,710 CHF | 6,178 CHF | 99.71% | 99.71% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,480 | 250,000 | 14,902 CHF | 6,250 CHF | 99.69% | 99.69% |
15/11/2024 | 46.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,794 CHF | 6,698 CHF | 99.80% | 99.80% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.80% | 99.80% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,001 CHF | 7,500 CHF | 99.80% | 99.80% |
12/11/2024 | 41.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,283 | 250,000 | 19,044 CHF | 7,290 CHF | 99.49% | 99.49% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,186 | 250,000 | 19,864 CHF | 7,500 CHF | 99.71% | 99.71% |