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 | 2,987,640 | 2,987,640 | 29,876 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 | 2,987,640 | 2,987,640 | 29,876 CHF | 59,753 CHF | 99.90% | 99.90% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 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 | 2,987,610 | 2,987,610 | 29,876 CHF | 59,752 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 | 2,987,650 | 2,987,650 | 29,877 CHF | 59,753 CHF | 99.92% | 99.92% |
11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |
08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,480 | 2,987,480 | 29,875 CHF | 59,750 CHF | 98.95% | 98.95% |
07/11/2024 | 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% |