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 | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 43,827 CHF | 36,523 CHF | 100.00% | 100.00% |
19/11/2024 | 50.02% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,920,560 | 1,460,280 | 43,808 CHF | 36,513 CHF | 100.00% | 100.00% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,710 | 1,460,860 | 43,826 CHF | 36,521 CHF | 99.78% | 99.78% |
15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 43,827 CHF | 36,523 CHF | 100.00% | 100.00% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,929,180 | 1,464,590 | 43,938 CHF | 36,615 CHF | 99.74% | 99.74% |
13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 43,827 CHF | 36,523 CHF | 100.00% | 100.00% |
12/11/2024 | 50.09% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,919,020 | 1,459,510 | 43,785 CHF | 36,516 CHF | 100.00% | 100.00% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 58,436 CHF | 43,827 CHF | 100.00% | 100.00% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,230 | 1,460,620 | 58,425 CHF | 43,818 CHF | 99.20% | 99.20% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,937,780 | 1,468,890 | 58,756 CHF | 44,067 CHF | 97.17% | 97.17% |