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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 14.95% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,486,750 | 2,486,750 | 158,720 CHF | 183,688 CHF | 99.94% | 99.94% |
20/11/2024 | 14.75% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,363,370 | 2,363,370 | 151,242 CHF | 174,975 CHF | 99.90% | 99.90% |
19/11/2024 | 15.49% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 2,517,070 | 2,517,070 | 153,128 CHF | 178,362 CHF | 99.55% | 99.55% |
18/11/2024 | 14.78% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 2,655,190 | 2,655,190 | 169,818 CHF | 196,466 CHF | 98.72% | 98.72% |
15/11/2024 | 20.46% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,924,490 | 2,924,490 | 131,071 CHF | 160,381 CHF | 99.46% | 99.46% |
14/11/2024 | 16.57% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,554,850 | 2,554,850 | 143,589 CHF | 169,200 CHF | 98.87% | 98.87% |
13/11/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,561,680 | 2,561,680 | 158,402 CHF | 184,082 CHF | 99.34% | 99.34% |
12/11/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 2,064,320 | 2,064,320 | 145,553 CHF | 166,248 CHF | 96.53% | 96.53% |
11/11/2024 | 13.66% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 2,560,000 | 2,560,000 | 178,451 CHF | 204,122 CHF | 99.30% | 99.30% |
08/11/2024 | 21.23% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,829,080 | 2,829,080 | 121,827 CHF | 150,181 CHF | 100.00% | 100.00% |