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 | 10.09% | 0.05 CHF | 0.06 CHF | 2,923,600 | 2,923,600 | 2,969,480 | 2,969,480 | 140,089 CHF | 154,937 CHF | 100.00% | 100.00% |
19/11/2024 | 10.58% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,826,320 | 2,826,320 | 126,513 CHF | 140,644 CHF | 100.00% | 100.00% |
18/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 2,712,100 | 2,712,100 | 2,716,550 | 2,716,550 | 135,827 CHF | 149,410 CHF | 100.00% | 100.00% |
15/11/2024 | 9.49% | 0.05 CHF | 0.06 CHF | 2,720,500 | 2,720,500 | 2,682,240 | 2,682,240 | 134,657 CHF | 148,069 CHF | 98.67% | 98.67% |
14/11/2024 | 9.16% | 0.05 CHF | 0.06 CHF | 2,658,300 | 2,658,300 | 2,865,390 | 2,865,390 | 149,624 CHF | 163,951 CHF | 99.79% | 99.79% |
13/11/2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 134,944 CHF | 149,944 CHF | 100.00% | 100.00% |
12/11/2024 | 10.58% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 134,352 CHF | 149,352 CHF | 100.00% | 100.00% |
11/11/2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,045 CHF | 135,045 CHF | 100.00% | 100.00% |
08/11/2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 120,000 CHF | 100.00% | 100.00% |
07/11/2024 | 12.49% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 113,084 CHF | 128,084 CHF | 100.00% | 100.00% |