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 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 104,982 CHF | 134,982 CHF | 100.00% | 100.00% |
19/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 104,990 CHF | 134,990 CHF | 100.00% | 100.00% |
18/11/2024 | 25.73% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 101,921 CHF | 131,921 CHF | 100.00% | 100.00% |
15/11/2024 | 27.39% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 94,953 CHF | 124,953 CHF | 100.00% | 100.00% |
14/11/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 103,469 CHF | 133,469 CHF | 100.00% | 100.00% |
13/11/2024 | 24.96% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,231 CHF | 135,231 CHF | 100.00% | 100.00% |
12/11/2024 | 24.70% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 106,600 CHF | 136,600 CHF | 99.85% | 99.85% |
11/11/2024 | 26.12% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 100,275 CHF | 130,275 CHF | 99.68% | 99.68% |
08/11/2024 | 27.50% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,922,060 | 2,922,060 | 96,855 CHF | 126,855 CHF | 98.76% | 98.76% |
07/11/2024 | 31.95% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 79,367 CHF | 109,367 CHF | 100.00% | 100.00% |