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 | 22.14% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,647,250 | 2,647,250 | 108,714 CHF | 135,249 CHF | 99.90% | 99.90% |
19/11/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,589,130 | 2,589,130 | 111,990 CHF | 137,943 CHF | 100.00% | 100.00% |
18/11/2024 | 22.37% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,590,820 | 2,590,820 | 104,593 CHF | 130,563 CHF | 99.55% | 99.55% |
15/11/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,784,220 | 2,784,220 | 111,369 CHF | 139,281 CHF | 100.00% | 100.00% |
14/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,714,140 | 2,714,140 | 108,566 CHF | 135,770 CHF | 100.00% | 100.00% |
13/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,723,640 | 2,723,640 | 108,946 CHF | 136,244 CHF | 100.00% | 100.00% |
12/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,644,520 | 2,644,520 | 105,781 CHF | 132,289 CHF | 100.00% | 100.00% |
11/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,715,510 | 2,715,510 | 108,620 CHF | 135,838 CHF | 100.00% | 100.00% |
08/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,763,130 | 2,763,130 | 110,525 CHF | 138,220 CHF | 99.18% | 99.18% |
07/11/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,677,130 | 2,677,130 | 107,085 CHF | 133,920 CHF | 100.00% | 100.00% |