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 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 14,938 CHF | 44,815 CHF | 100.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 14,938 CHF | 44,815 CHF | 100.00% | 100.00% |
18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 14,938 CHF | 44,815 CHF | 100.00% | 100.00% |
15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 14,938 CHF | 44,814 CHF | 100.00% | 100.00% |
14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,580 | 2,987,580 | 14,938 CHF | 44,814 CHF | 99.35% | 99.35% |
13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 14,938 CHF | 44,814 CHF | 99.46% | 99.46% |
12/11/2024 | 79.20% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,720 | 2,987,720 | 24,239 CHF | 54,116 CHF | 100.00% | 100.00% |
11/11/2024 | 71.66% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 27,629 CHF | 57,505 CHF | 99.93% | 99.93% |
08/11/2024 | 76.28% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 25,552 CHF | 55,428 CHF | 100.00% | 100.00% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,560 | 2,987,560 | 29,876 CHF | 59,751 CHF | 99.43% | 99.43% |