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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,955,050 | 2,955,050 | 132,977 CHF | 162,590 CHF | 100.00% | 100.00% |
20/11/2024 | 20.38% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,948,940 | 2,948,940 | 132,702 CHF | 162,314 CHF | 99.89% | 99.89% |
19/11/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,954,930 | 2,954,930 | 132,972 CHF | 162,584 CHF | 100.00% | 100.00% |
18/11/2024 | 20.35% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,951,730 | 2,951,730 | 132,828 CHF | 162,440 CHF | 99.89% | 99.89% |
15/11/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,954,890 | 2,954,890 | 132,970 CHF | 162,582 CHF | 99.90% | 99.90% |
14/11/2024 | 20.29% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,954,640 | 2,954,640 | 133,192 CHF | 162,801 CHF | 99.35% | 99.35% |
13/11/2024 | 19.13% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,955,080 | 2,955,080 | 142,458 CHF | 172,071 CHF | 100.00% | 100.00% |
12/11/2024 | 19.79% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,954,940 | 2,954,940 | 137,289 CHF | 166,901 CHF | 100.00% | 100.00% |
11/11/2024 | 20.02% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,954,850 | 2,954,850 | 135,409 CHF | 165,020 CHF | 99.65% | 99.65% |
08/11/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,955,060 | 2,955,060 | 132,977 CHF | 162,590 CHF | 100.00% | 100.00% |