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 | 48.35% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,902,810 | 2,902,810 | 46,806 CHF | 75,897 CHF | 99.90% | 99.90% |
19/11/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,820,850 | 2,820,850 | 56,417 CHF | 84,688 CHF | 100.00% | 100.00% |
18/11/2024 | 42.05% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,818,400 | 2,818,400 | 54,087 CHF | 82,334 CHF | 99.55% | 99.55% |
15/11/2024 | 49.77% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,954,060 | 2,954,060 | 45,465 CHF | 75,076 CHF | 100.00% | 100.00% |
14/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,954,960 | 2,954,960 | 44,324 CHF | 73,937 CHF | 100.00% | 100.00% |
13/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,955,100 | 2,955,100 | 44,326 CHF | 73,940 CHF | 100.00% | 100.00% |
12/11/2024 | 43.31% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,872,940 | 2,872,940 | 53,307 CHF | 82,098 CHF | 100.00% | 100.00% |
11/11/2024 | 50.51% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,955,070 | 2,955,070 | 44,336 CHF | 73,950 CHF | 100.00% | 100.00% |
08/11/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,954,660 | 2,954,660 | 44,320 CHF | 73,930 CHF | 99.18% | 99.18% |
07/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,934,010 | 2,934,010 | 44,010 CHF | 73,413 CHF | 100.00% | 100.00% |