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 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
19/11/2024 | 66.22% | 0.01 CHF | 0.02 CHF | 2,833,900 | 2,833,900 | 2,833,760 | 2,833,760 | 28,714 CHF | 57,052 CHF | 100.00% | 100.00% |
18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,734,700 | 2,734,700 | 2,714,090 | 2,714,090 | 40,711 CHF | 67,852 CHF | 100.00% | 100.00% |
15/11/2024 | 51.10% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 44,013 CHF | 74,013 CHF | 100.00% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 99.85% | 99.85% |
11/11/2024 | 56.65% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 39,019 CHF | 69,019 CHF | 99.69% | 99.69% |
08/11/2024 | 59.24% | 0.01 CHF | 0.02 CHF | 1,342,600 | 1,342,600 | 1,074,490 | 1,074,490 | 16,539 CHF | 29,727 CHF | 100.00% | 100.00% |
07/11/2024 | 27.73% | 0.03 CHF | 0.04 CHF | 1,304,400 | 1,304,400 | 1,313,470 | 1,313,470 | 41,002 CHF | 54,136 CHF | 100.00% | 100.00% |