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 | 992,948 | 250,000 | 9,929 CHF | 5,000 CHF | 99.37% | 99.37% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,342 | 250,000 | 9,953 CHF | 5,000 CHF | 99.25% | 99.25% |
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 | 99.26% | 99.26% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,582 | 250,000 | 14,904 CHF | 6,250 CHF | 99.39% | 99.39% |
14/11/2024 | 57.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,096 | 250,000 | 12,788 CHF | 5,719 CHF | 99.35% | 99.35% |
13/11/2024 | 53.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,332 | 250,000 | 13,723 CHF | 5,952 CHF | 99.38% | 99.38% |
12/11/2024 | 49.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,664 | 250,000 | 15,015 CHF | 6,274 CHF | 99.09% | 99.09% |
11/11/2024 | 47.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,525 | 250,000 | 16,147 CHF | 6,550 CHF | 99.28% | 99.28% |
08/11/2024 | 47.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,140 CHF | 6,535 CHF | 99.39% | 99.39% |
07/11/2024 | 34.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,551 | 250,000 | 23,618 CHF | 8,439 CHF | 99.28% | 99.28% |