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 | 99.69% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 15,076 CHF | 44,953 CHF | 100.00% | 100.00% |
19/11/2024 | 95.75% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 16,851 CHF | 46,727 CHF | 99.85% | 99.85% |
18/11/2024 | 90.06% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 19,412 CHF | 49,289 CHF | 100.00% | 100.00% |
15/11/2024 | 70.47% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 28,166 CHF | 58,042 CHF | 100.00% | 100.00% |
14/11/2024 | 85.55% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,500 | 2,987,500 | 21,442 CHF | 51,317 CHF | 99.04% | 99.04% |
13/11/2024 | 75.19% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,500 | 2,987,500 | 26,038 CHF | 55,913 CHF | 98.99% | 98.99% |
12/11/2024 | 68.69% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,896,220 | 2,896,220 | 28,961 CHF | 58,834 CHF | 97.76% | 97.76% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,460 | 2,987,460 | 59,749 CHF | 89,624 CHF | 98.90% | 98.90% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |