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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
22/11/2024 | 80.85% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 23,616 CHF | 53,616 CHF | 100.00% | 100.00% |
20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,984,700 | 2,984,700 | 2,949,430 | 2,949,430 | 29,494 CHF | 58,989 CHF | 100.00% | 100.00% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,781,500 | 2,781,500 | 2,830,510 | 2,830,510 | 28,305 CHF | 56,610 CHF | 100.00% | 100.00% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,766,300 | 2,766,300 | 2,760,270 | 2,760,270 | 27,603 CHF | 55,205 CHF | 100.00% | 100.00% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,814,300 | 2,814,300 | 2,767,660 | 2,767,660 | 27,677 CHF | 55,353 CHF | 100.00% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,877,500 | 2,877,500 | 2,886,700 | 2,886,700 | 28,867 CHF | 57,734 CHF | 100.00% | 100.00% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,702,100 | 2,702,100 | 2,702,100 | 2,702,100 | 27,021 CHF | 54,042 CHF | 100.00% | 100.00% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,426,600 | 2,426,600 | 2,387,740 | 2,387,740 | 23,877 CHF | 47,755 CHF | 99.86% | 99.86% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,360,000 | 2,360,000 | 2,359,000 | 2,359,000 | 23,590 CHF | 47,180 CHF | 99.66% | 99.66% |