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 | 67.32% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,900,760 | 1,900,760 | 19,008 CHF | 38,076 CHF | 99.90% | 99.90% |
19/11/2024 | 67.33% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,050,560 | 2,050,560 | 20,506 CHF | 41,081 CHF | 98.91% | 98.91% |
18/11/2024 | 67.39% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,219,670 | 2,219,670 | 22,197 CHF | 44,491 CHF | 99.58% | 99.58% |
15/11/2024 | 67.46% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,142,140 | 2,142,140 | 21,421 CHF | 42,955 CHF | 99.89% | 99.89% |
14/11/2024 | 67.27% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,206,250 | 2,206,250 | 22,052 CHF | 44,166 CHF | 98.85% | 98.85% |
13/11/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,085,470 | 2,085,470 | 20,855 CHF | 41,754 CHF | 100.00% | 100.00% |
12/11/2024 | 67.38% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,810,910 | 1,810,910 | 18,109 CHF | 36,307 CHF | 100.00% | 100.00% |
11/11/2024 | 58.21% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,642,170 | 1,642,170 | 19,932 CHF | 36,519 CHF | 99.93% | 99.93% |
08/11/2024 | 73.18% | 0.02 CHF | 0.03 CHF | 2,969,000 | 2,969,000 | 1,120,260 | 1,120,260 | 16,794 CHF | 29,084 CHF | 100.00% | 100.00% |
07/11/2024 | 51.45% | 0.02 CHF | 0.03 CHF | 2,768,600 | 2,768,600 | 1,319,810 | 1,319,810 | 19,046 CHF | 32,277 CHF | 98.68% | 98.68% |