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 | 22.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 150,000 CHF | 100.00% | 100.00% |
19/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 150,000 CHF | 99.90% | 99.90% |
18/11/2024 | 22.73% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 117,272 CHF | 147,272 CHF | 100.00% | 100.00% |
15/11/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 106,083 CHF | 136,083 CHF | 100.00% | 100.00% |
14/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
13/11/2024 | 26.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 98,451 CHF | 128,451 CHF | 100.00% | 100.00% |
12/11/2024 | 25.07% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 104,699 CHF | 134,699 CHF | 99.92% | 99.92% |
11/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 CHF | 120,000 CHF | 100.00% | 100.00% |
08/11/2024 | 25.77% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 101,751 CHF | 131,751 CHF | 98.95% | 98.95% |
07/11/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,286 CHF | 120,286 CHF | 100.00% | 100.00% |