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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.45% | 99.45% |
19/11/2024 | 52.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,546 | 250,000 | 14,139 CHF | 6,089 CHF | 98.65% | 98.65% |
18/11/2024 | 61.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,667 | 250,000 | 11,339 CHF | 5,358 CHF | 99.26% | 99.26% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,530 | 250,000 | 14,963 CHF | 6,250 CHF | 98.35% | 98.35% |
14/11/2024 | 50.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,802 | 250,000 | 14,898 CHF | 6,239 CHF | 99.19% | 99.19% |
13/11/2024 | 49.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 888,880 | 222,220 | 13,436 CHF | 5,581 CHF | 99.35% | 99.35% |
12/11/2024 | 49.74% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,395 | 125,000 | 7,512 CHF | 3,141 CHF | 99.17% | 99.17% |
11/11/2024 | 48.06% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 494,421 | 125,000 | 7,896 CHF | 3,246 CHF | 99.01% | 99.01% |
08/11/2024 | 41.35% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 9,664 CHF | 3,666 CHF | 99.47% | 99.47% |
07/11/2024 | 41.51% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,052 | 125,000 | 9,543 CHF | 3,655 CHF | 99.32% | 99.32% |