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 | 994,496 | 250,000 | 9,945 CHF | 5,000 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,644 | 250,000 | 9,966 CHF | 5,000 CHF | 99.30% | 99.30% |
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 | 99.25% | 99.25% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,100 | 250,000 | 9,951 CHF | 5,000 CHF | 99.38% | 99.38% |
14/11/2024 | 50.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,797 | 250,000 | 14,864 CHF | 6,232 CHF | 99.36% | 99.36% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,848 | 250,000 | 14,938 CHF | 6,250 CHF | 99.38% | 99.38% |
12/11/2024 | 50.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,054 | 250,000 | 14,641 CHF | 6,201 CHF | 99.09% | 99.09% |
11/11/2024 | 53.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,263 | 250,000 | 14,003 CHF | 6,015 CHF | 91.09% | 91.09% |
08/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,036 | 250,000 | 14,896 CHF | 6,250 CHF | 99.39% | 99.39% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,982 | 250,000 | 14,940 CHF | 6,250 CHF | 99.29% | 99.29% |