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 | 100.58% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,952,330 | 2,952,330 | 14,762 CHF | 44,373 CHF | 99.90% | 99.90% |
19/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,878,660 | 2,878,660 | 14,393 CHF | 43,243 CHF | 99.95% | 99.95% |
18/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,605,260 | 2,605,260 | 13,026 CHF | 39,141 CHF | 99.90% | 99.90% |
15/11/2024 | 100.71% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,946,530 | 2,946,530 | 14,733 CHF | 44,343 CHF | 100.00% | 100.00% |
14/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,890,240 | 2,890,240 | 14,451 CHF | 43,416 CHF | 99.76% | 99.76% |
13/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,920,420 | 2,920,420 | 14,602 CHF | 43,869 CHF | 100.00% | 100.00% |
12/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,824,280 | 2,824,280 | 14,121 CHF | 42,427 CHF | 99.95% | 99.95% |
11/11/2024 | 100.53% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,729,810 | 2,729,810 | 13,649 CHF | 41,010 CHF | 99.36% | 99.36% |
08/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,735,140 | 2,735,140 | 13,676 CHF | 41,090 CHF | 99.53% | 99.53% |
07/11/2024 | 100.57% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,904,370 | 2,904,370 | 14,522 CHF | 43,652 CHF | 99.86% | 99.86% |