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 | 50.50% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,529,450 | 1,529,450 | 22,942 CHF | 38,267 CHF | 99.83% | 99.83% |
19/11/2024 | 85.91% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,009,550 | 1,009,550 | 14,037 CHF | 25,749 CHF | 99.92% | 99.92% |
18/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,345,960 | 1,345,960 | 20,189 CHF | 33,678 CHF | 99.90% | 99.90% |
15/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,544,520 | 1,544,520 | 23,168 CHF | 38,648 CHF | 99.53% | 99.53% |
14/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,641,510 | 1,641,510 | 24,623 CHF | 41,073 CHF | 100.00% | 100.00% |
13/11/2024 | 66.86% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,805,040 | 1,805,040 | 18,377 CHF | 36,472 CHF | 100.00% | 100.00% |
12/11/2024 | 89.03% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,167,720 | 1,167,720 | 11,677 CHF | 25,299 CHF | 99.95% | 99.95% |
11/11/2024 | 96.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,189,720 | 1,189,720 | 11,897 CHF | 26,326 CHF | 99.88% | 99.88% |
08/11/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,152,290 | 2,152,290 | 21,523 CHF | 43,099 CHF | 100.00% | 100.00% |
07/11/2024 | 67.80% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 1,968,480 | 1,968,480 | 19,685 CHF | 39,495 CHF | 99.87% | 99.87% |