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 | 18.18% | 0.03 CHF | 0.03 CHF | 2,966,700 | 2,966,700 | 2,966,700 | 2,966,700 | 74,168 CHF | 89,001 CHF | 100.00% | 100.00% |
19/11/2024 | 18.15% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,183 CHF | 90,183 CHF | 100.00% | 100.00% |
18/11/2024 | 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% |
15/11/2024 | 19.69% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 69,392 CHF | 84,392 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 | 100.00% | 100.00% |
13/11/2024 | 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% |
12/11/2024 | 21.71% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 61,909 CHF | 76,909 CHF | 100.00% | 100.00% |
11/11/2024 | 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% |
08/11/2024 | 18.88% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 72,423 CHF | 87,423 CHF | 100.00% | 100.00% |
07/11/2024 | 20.96% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 64,690 CHF | 79,690 CHF | 99.68% | 99.68% |