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 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 29,877 CHF | 59,753 CHF | 100.00% | 100.00% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,670 | 2,987,670 | 29,877 CHF | 59,753 CHF | 100.00% | 100.00% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,700 | 2,987,700 | 29,877 CHF | 59,754 CHF | 100.00% | 100.00% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,877 CHF | 59,754 CHF | 100.00% | 100.00% |
08/11/2024 | 66.19% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 30,310 CHF | 60,186 CHF | 100.00% | 100.00% |
07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,814 CHF | 74,691 CHF | 100.00% | 100.00% |