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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 100.66% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,925,530 | 2,925,530 | 14,628 CHF | 44,006 CHF | 100.00% | 100.00% |
22/11/2024 | 100.53% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,859,210 | 2,859,210 | 14,296 CHF | 42,951 CHF | 99.82% | 99.82% |
20/11/2024 | 100.56% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,953,440 | 2,953,440 | 14,767 CHF | 44,381 CHF | 99.91% | 99.91% |
19/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,948,660 | 2,948,660 | 14,743 CHF | 44,292 CHF | 100.00% | 100.00% |
18/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,887,120 | 2,887,120 | 14,436 CHF | 43,369 CHF | 99.64% | 99.64% |
15/11/2024 | 74.65% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,773,250 | 1,773,250 | 14,453 CHF | 32,270 CHF | 98.89% | 98.89% |
14/11/2024 | 78.72% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,462,150 | 1,462,150 | 12,776 CHF | 27,569 CHF | 47.76% | 94.45% |
13/11/2024 | - | 0.04 CHF | - CHF | 2,320,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12/11/2024 | - | 0.05 CHF | - CHF | 2,323,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | 0.05 CHF | - CHF | 1,949,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |