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 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 165,000 CHF | 180,000 CHF | 100.00% | 100.00% |
19/11/2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 165,000 CHF | 180,000 CHF | 100.00% | 100.00% |
18/11/2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 165,000 CHF | 180,000 CHF | 99.55% | 99.55% |
15/11/2024 | 8.70% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 165,000 CHF | 180,000 CHF | 100.00% | 100.00% |
14/11/2024 | 9.44% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 151,489 CHF | 166,489 CHF | 100.00% | 100.00% |
13/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,071 CHF | 165,071 CHF | 100.00% | 100.00% |
12/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 100.00% | 100.00% |
11/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 100.00% | 100.00% |
08/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 100.00% | 100.00% |
07/11/2024 | 8.86% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 162,002 CHF | 177,002 CHF | 99.68% | 99.68% |