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 | 23.15% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 114,506 CHF | 144,383 CHF | 100.00% | 100.00% |
19/11/2024 | 22.32% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 118,965 CHF | 148,842 CHF | 100.00% | 100.00% |
18/11/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 119,275 CHF | 149,151 CHF | 100.00% | 100.00% |
15/11/2024 | 24.98% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 104,667 CHF | 134,544 CHF | 100.00% | 100.00% |
14/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 104,567 CHF | 134,443 CHF | 100.00% | 100.00% |
13/11/2024 | 24.85% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 105,401 CHF | 135,277 CHF | 100.00% | 100.00% |
12/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 104,567 CHF | 134,444 CHF | 99.85% | 99.85% |
11/11/2024 | 27.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,600 | 2,987,600 | 92,990 CHF | 122,866 CHF | 99.66% | 99.66% |
08/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,540 | 2,987,540 | 104,564 CHF | 134,439 CHF | 99.48% | 99.48% |
07/11/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 2,961,000 | 2,961,000 | 2,949,520 | 2,949,520 | 103,716 CHF | 133,211 CHF | 99.39% | 99.39% |