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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 65.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,252 CHF | 5,063 CHF | 97.95% | 97.95% |
22/11/2024 | 66.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,202 | 250,000 | 9,943 CHF | 5,005 CHF | 99.38% | 99.38% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,703 | 250,000 | 9,947 CHF | 5,000 CHF | 99.39% | 99.39% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.29% | 99.29% |
18/11/2024 | 63.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,089 CHF | 5,272 CHF | 99.28% | 99.28% |
15/11/2024 | 47.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,242 | 250,000 | 16,074 CHF | 6,536 CHF | 99.39% | 99.39% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,170 | 250,000 | 14,943 CHF | 6,250 CHF | 99.35% | 99.35% |
13/11/2024 | 49.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,053 | 250,000 | 15,442 CHF | 6,375 CHF | 99.38% | 99.38% |
12/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,508 | 250,000 | 14,843 CHF | 6,250 CHF | 99.09% | 99.09% |
11/11/2024 | 43.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,391 CHF | 7,098 CHF | 99.31% | 99.31% |