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 | 25.81% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 101,174 CHF | 131,051 CHF | 100.00% | 100.00% |
19/11/2024 | 27.99% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 92,065 CHF | 121,942 CHF | 100.00% | 100.00% |
18/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 104,567 CHF | 134,444 CHF | 100.00% | 100.00% |
15/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 104,567 CHF | 134,443 CHF | 100.00% | 100.00% |
14/11/2024 | 26.95% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 96,364 CHF | 126,241 CHF | 100.00% | 100.00% |
13/11/2024 | 25.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 101,328 CHF | 131,204 CHF | 100.00% | 100.00% |
12/11/2024 | 25.05% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 104,346 CHF | 134,223 CHF | 100.00% | 100.00% |
11/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 119,505 CHF | 149,381 CHF | 100.00% | 100.00% |
08/11/2024 | 23.01% | 0.04 CHF | 0.05 CHF | 2,814,400 | 2,814,400 | 2,802,640 | 2,802,640 | 108,181 CHF | 136,207 CHF | 98.75% | 98.75% |
07/11/2024 | 20.10% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 133,746 CHF | 163,622 CHF | 100.00% | 100.00% |