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 | 992,847 | 250,000 | 14,893 CHF | 6,250 CHF | 99.37% | 99.37% |
19/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,281 | 250,000 | 14,929 CHF | 6,250 CHF | 99.25% | 99.25% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,882 | 250,000 | 14,953 CHF | 6,250 CHF | 99.27% | 99.27% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,649 | 250,000 | 14,905 CHF | 6,250 CHF | 99.37% | 99.37% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,960 | 250,000 | 14,909 CHF | 6,250 CHF | 99.36% | 99.36% |
13/11/2024 | 46.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,302 | 250,000 | 16,841 CHF | 6,732 CHF | 99.37% | 99.37% |
12/11/2024 | 48.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,688 | 250,000 | 15,569 CHF | 6,412 CHF | 99.08% | 99.08% |
11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,364 | 250,000 | 14,946 CHF | 6,250 CHF | 99.22% | 99.22% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.39% | 99.39% |
07/11/2024 | 37.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,453 | 250,000 | 21,504 CHF | 7,904 CHF | 99.23% | 99.23% |