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 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 99.42% | 99.42% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 100.00% | 100.00% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 98.75% | 98.75% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 98.67% | 98.67% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 100.00% | 100.00% |
13/11/2024 | 73.78% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 21,530 CHF | 44,988 CHF | 100.00% | 100.00% |
12/11/2024 | 83.34% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 19,105 CHF | 44,968 CHF | 99.78% | 99.78% |
11/11/2024 | 40.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 45,000 CHF | 99.72% | 99.72% |
08/11/2024 | 57.47% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 54,829 CHF | 99.15% | 99.15% |
07/11/2024 | 60.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 56,375 CHF | 100.00% | 100.00% |