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 | 41.39% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,246,760 | 2,246,760 | 44,935 CHF | 67,757 CHF | 99.90% | 99.90% |
19/11/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,167,550 | 2,167,550 | 54,189 CHF | 75,927 CHF | 100.00% | 100.00% |
18/11/2024 | 29.64% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,931,130 | 1,931,130 | 55,831 CHF | 75,201 CHF | 99.87% | 99.87% |
15/11/2024 | 32.94% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,090,470 | 2,090,470 | 54,875 CHF | 75,840 CHF | 100.00% | 100.00% |
14/11/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,031,220 | 2,031,220 | 50,781 CHF | 71,150 CHF | 100.00% | 100.00% |
13/11/2024 | 29.78% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,982,970 | 1,982,970 | 56,927 CHF | 76,813 CHF | 100.00% | 100.00% |
12/11/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,893,080 | 1,893,080 | 56,792 CHF | 75,774 CHF | 100.00% | 100.00% |
11/11/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,815,300 | 1,815,300 | 54,459 CHF | 72,660 CHF | 100.00% | 100.00% |
08/11/2024 | 28.94% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,864,520 | 1,864,520 | 56,049 CHF | 74,745 CHF | 100.00% | 100.00% |
07/11/2024 | 25.39% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,757,030 | 1,757,030 | 61,399 CHF | 79,015 CHF | 100.00% | 100.00% |