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 | 25.00% | 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% |
19/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 104,568 CHF | 134,444 CHF | 100.00% | 100.00% |
18/11/2024 | 24.75% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 105,909 CHF | 135,785 CHF | 100.00% | 100.00% |
15/11/2024 | 23.34% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 113,491 CHF | 143,367 CHF | 100.00% | 100.00% |
14/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 104,565 CHF | 134,441 CHF | 99.35% | 99.35% |
13/11/2024 | 25.62% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 101,973 CHF | 131,849 CHF | 100.00% | 100.00% |
12/11/2024 | 22.93% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,710 | 2,987,710 | 115,684 CHF | 145,561 CHF | 100.00% | 100.00% |
11/11/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 117,306 CHF | 147,182 CHF | 99.93% | 99.93% |
08/11/2024 | 23.64% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 111,852 CHF | 141,728 CHF | 100.00% | 100.00% |
07/11/2024 | 20.92% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 128,246 CHF | 158,122 CHF | 100.00% | 100.00% |