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 | 18.09% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,517 CHF | 90,517 CHF | 100.00% | 100.00% |
19/11/2024 | 18.40% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 74,371 CHF | 89,371 CHF | 100.00% | 100.00% |
18/11/2024 | 17.00% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 81,339 CHF | 96,339 CHF | 98.97% | 98.97% |
15/11/2024 | 15.52% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 89,258 CHF | 104,258 CHF | 100.00% | 100.00% |
14/11/2024 | 15.71% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 88,274 CHF | 103,274 CHF | 100.00% | 100.00% |
13/11/2024 | 17.95% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 76,237 CHF | 91,237 CHF | 99.46% | 99.46% |
12/11/2024 | 14.02% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 100,162 CHF | 115,162 CHF | 100.00% | 100.00% |
11/11/2024 | 11.77% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,999,390 | 2,999,390 | 119,975 CHF | 134,975 CHF | 100.00% | 100.00% |
08/11/2024 | 13.06% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 107,568 CHF | 122,568 CHF | 99.87% | 99.87% |
07/11/2024 | 11.91% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 118,605 CHF | 133,605 CHF | 99.68% | 99.68% |