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 | 50.01% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,947,280 | 2,947,280 | 45,206 CHF | 74,818 CHF | 99.90% | 99.90% |
19/11/2024 | 48.01% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,954,570 | 2,954,570 | 47,877 CHF | 77,486 CHF | 100.00% | 100.00% |
18/11/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,950,240 | 2,950,240 | 44,254 CHF | 73,819 CHF | 99.90% | 99.90% |
15/11/2024 | 51.05% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,901,650 | 2,901,650 | 43,525 CHF | 72,927 CHF | 99.69% | 99.69% |
14/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,880,100 | 2,880,100 | 43,202 CHF | 72,065 CHF | 100.00% | 100.00% |
13/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,951,610 | 2,951,610 | 44,274 CHF | 73,853 CHF | 100.00% | 100.00% |
12/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,955,010 | 2,955,010 | 44,325 CHF | 73,938 CHF | 100.00% | 100.00% |
11/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,941,410 | 2,941,410 | 44,121 CHF | 73,598 CHF | 100.00% | 100.00% |
08/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,955,070 | 2,955,070 | 44,326 CHF | 73,939 CHF | 100.00% | 100.00% |
07/11/2024 | 50.58% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,943,100 | 2,943,100 | 44,147 CHF | 73,666 CHF | 99.33% | 99.33% |