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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 39.24% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 61,719 CHF | 91,719 CHF | 100.00% | 100.00% |
20/11/2024 | 39.72% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,630 CHF | 90,630 CHF | 100.00% | 100.00% |
19/11/2024 | 33.73% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 74,107 CHF | 104,107 CHF | 100.00% | 100.00% |
18/11/2024 | 33.85% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 73,832 CHF | 103,832 CHF | 100.00% | 100.00% |
15/11/2024 | 39.56% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,988 CHF | 90,988 CHF | 100.00% | 100.00% |
14/11/2024 | 35.83% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 69,393 CHF | 99,393 CHF | 100.00% | 100.00% |
13/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 105,000 CHF | 100.00% | 100.00% |
12/11/2024 | 37.76% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 65,047 CHF | 95,047 CHF | 99.85% | 99.85% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 99.67% | 99.67% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 99.48% | 99.48% |