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 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 44,815 CHF | 74,691 CHF | 100.00% | 100.00% |
19/11/2024 | 49.88% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 44,989 CHF | 74,865 CHF | 100.00% | 100.00% |
18/11/2024 | 46.97% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 49,367 CHF | 79,244 CHF | 100.00% | 100.00% |
15/11/2024 | 40.73% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 58,662 CHF | 88,538 CHF | 100.00% | 100.00% |
14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 44,814 CHF | 74,689 CHF | 99.35% | 99.35% |
13/11/2024 | 49.59% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 45,470 CHF | 75,347 CHF | 100.00% | 100.00% |
12/11/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,700 | 2,987,700 | 59,396 CHF | 89,273 CHF | 100.00% | 100.00% |
11/11/2024 | 41.04% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 58,190 CHF | 88,067 CHF | 99.93% | 99.93% |
08/11/2024 | 40.42% | 0.02 CHF | 0.03 CHF | 2,926,700 | 2,926,700 | 2,881,510 | 2,881,510 | 57,022 CHF | 85,837 CHF | 100.00% | 100.00% |
07/11/2024 | 33.50% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,317 CHF | 104,193 CHF | 100.00% | 100.00% |