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 | 19.66% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 69,510 CHF | 84,510 CHF | 100.00% | 100.00% |
19/11/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,960 | 2,999,960 | 59,999 CHF | 74,999 CHF | 98.78% | 98.78% |
18/11/2024 | 18.96% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 72,111 CHF | 87,111 CHF | 100.00% | 100.00% |
15/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 100.00% | 100.00% |
14/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 99.79% | 99.79% |
13/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 74,995 CHF | 89,995 CHF | 100.00% | 100.00% |
12/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 100.00% | 100.00% |
11/11/2024 | 20.57% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 66,123 CHF | 81,123 CHF | 100.00% | 100.00% |
08/11/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 75,000 CHF | 100.00% | 100.00% |
07/11/2024 | 20.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,910 | 2,999,910 | 66,286 CHF | 81,286 CHF | 99.42% | 99.42% |