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 | 33.58% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,810 | 2,921,810 | 72,490 CHF | 101,708 CHF | 100.00% | 100.00% |
19/11/2024 | 33.90% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,920,480 | 2,920,480 | 71,773 CHF | 100,991 CHF | 100.00% | 100.00% |
18/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,921,890 | 2,921,890 | 73,047 CHF | 102,266 CHF | 100.00% | 100.00% |
15/11/2024 | 33.39% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,921,820 | 2,921,820 | 72,909 CHF | 102,127 CHF | 100.00% | 100.00% |
14/11/2024 | 39.73% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,330 | 2,921,330 | 59,028 CHF | 88,241 CHF | 99.35% | 99.35% |
13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,870 | 2,921,870 | 58,438 CHF | 87,656 CHF | 100.00% | 100.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,830 | 2,921,830 | 58,437 CHF | 87,655 CHF | 100.00% | 100.00% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,770 | 2,921,770 | 58,435 CHF | 87,653 CHF | 99.93% | 99.93% |
08/11/2024 | 38.80% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,921,860 | 2,921,860 | 61,132 CHF | 90,351 CHF | 100.00% | 100.00% |
07/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,920,390 | 2,920,390 | 73,010 CHF | 102,214 CHF | 98.21% | 98.21% |