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 | 65.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,230 CHF | 5,058 CHF | 99.41% | 99.41% |
19/11/2024 | 58.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,784 | 250,000 | 12,339 CHF | 5,623 CHF | 98.58% | 98.58% |
18/11/2024 | 66.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,067 | 250,000 | 9,886 CHF | 5,009 CHF | 99.28% | 99.28% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.36% | 99.36% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.31% | 99.31% |
13/11/2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 870,889 | 219,450 | 8,756 CHF | 4,401 CHF | 99.15% | 99.15% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 493,697 | 125,000 | 4,937 CHF | 2,500 CHF | 98.61% | 98.61% |
11/11/2024 | 66.44% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,609 | 125,000 | 4,939 CHF | 2,512 CHF | 99.33% | 99.33% |
08/11/2024 | 50.30% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,456 CHF | 3,114 CHF | 99.44% | 99.44% |
07/11/2024 | 50.23% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,465 CHF | 3,116 CHF | 99.23% | 99.23% |