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 | 49.09% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 46,178 CHF | 76,055 CHF | 100.00% | 100.00% |
19/11/2024 | 49.04% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 46,258 CHF | 76,134 CHF | 100.00% | 100.00% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
14/11/2024 | 44.19% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,560 | 2,987,560 | 53,471 CHF | 83,347 CHF | 99.35% | 99.35% |
13/11/2024 | 46.07% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 50,712 CHF | 80,589 CHF | 100.00% | 100.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,710 | 2,987,710 | 59,754 CHF | 89,631 CHF | 100.00% | 100.00% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 99.93% | 99.93% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,590 | 2,987,590 | 59,752 CHF | 89,628 CHF | 100.00% | 100.00% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |