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 | 68.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,199 | 250,000 | 9,606 CHF | 4,918 CHF | 99.38% | 99.38% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 980,953 | 250,000 | 9,810 CHF | 5,000 CHF | 99.28% | 99.28% |
18/11/2024 | 66.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,965 CHF | 4,991 CHF | 99.27% | 99.27% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,944 | 250,000 | 9,939 CHF | 5,000 CHF | 99.38% | 99.38% |
14/11/2024 | 66.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,464 | 250,000 | 10,126 CHF | 5,045 CHF | 99.35% | 99.35% |
13/11/2024 | 65.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,778 | 250,000 | 10,338 CHF | 5,098 CHF | 99.36% | 99.36% |
12/11/2024 | 60.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,944 | 250,000 | 11,814 CHF | 5,468 CHF | 99.10% | 99.10% |
11/11/2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,736 | 250,000 | 15,149 CHF | 6,299 CHF | 99.27% | 99.27% |
08/11/2024 | 46.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,513 CHF | 6,628 CHF | 99.37% | 99.37% |
07/11/2024 | 50.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,994 | 250,000 | 14,694 CHF | 6,192 CHF | 99.19% | 99.19% |