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 | 33.36% | 0.03 CHF | 0.04 CHF | 2,568,000 | 2,568,000 | 2,554,220 | 2,554,220 | 63,800 CHF | 89,343 CHF | 100.00% | 100.00% |
19/11/2024 | 35.57% | 0.03 CHF | 0.04 CHF | 2,654,600 | 2,654,600 | 2,651,820 | 2,651,820 | 61,789 CHF | 88,307 CHF | 100.00% | 100.00% |
18/11/2024 | 33.41% | 0.03 CHF | 0.04 CHF | 2,865,100 | 2,865,100 | 2,843,640 | 2,843,640 | 70,934 CHF | 99,371 CHF | 100.00% | 100.00% |
15/11/2024 | 37.77% | 0.02 CHF | 0.03 CHF | 2,983,400 | 2,983,400 | 2,939,150 | 2,939,150 | 63,659 CHF | 93,051 CHF | 100.00% | 100.00% |
14/11/2024 | 40.14% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 59,547 CHF | 89,423 CHF | 99.35% | 99.35% |
13/11/2024 | 42.11% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 56,581 CHF | 86,458 CHF | 100.00% | 100.00% |
12/11/2024 | 34.91% | 0.02 CHF | 0.03 CHF | 2,831,500 | 2,831,500 | 2,793,390 | 2,793,390 | 66,494 CHF | 94,428 CHF | 100.00% | 100.00% |
11/11/2024 | 36.53% | 0.03 CHF | 0.04 CHF | 2,864,500 | 2,864,500 | 2,874,730 | 2,874,730 | 64,939 CHF | 93,687 CHF | 99.93% | 99.93% |
08/11/2024 | 39.08% | 0.02 CHF | 0.03 CHF | 2,225,800 | 2,225,800 | 2,213,200 | 2,213,200 | 45,784 CHF | 67,916 CHF | 99.40% | 99.40% |
07/11/2024 | 29.12% | 0.03 CHF | 0.04 CHF | 2,564,800 | 2,564,800 | 2,559,700 | 2,559,700 | 75,289 CHF | 100,886 CHF | 100.00% | 100.00% |