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 | 21.49% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 124,474 CHF | 154,351 CHF | 100.00% | 100.00% |
19/11/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 126,915 CHF | 156,792 CHF | 99.86% | 99.86% |
18/11/2024 | 21.06% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 127,346 CHF | 157,223 CHF | 100.00% | 100.00% |
15/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 134,423 CHF | 164,299 CHF | 100.00% | 100.00% |
14/11/2024 | 20.27% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,490 | 2,987,490 | 132,962 CHF | 162,837 CHF | 99.04% | 99.04% |
13/11/2024 | 19.37% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,500 | 2,987,500 | 139,574 CHF | 169,449 CHF | 98.99% | 98.99% |
12/11/2024 | 15.62% | 0.05 CHF | 0.06 CHF | 2,491,700 | 2,491,700 | 2,295,240 | 2,295,240 | 144,024 CHF | 167,700 CHF | 97.77% | 97.77% |
11/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 2,194,300 | 2,194,300 | 2,170,290 | 2,170,290 | 260,520 CHF | 282,223 CHF | 100.00% | 100.00% |
08/11/2024 | 8.45% | 0.12 CHF | 0.13 CHF | 2,115,700 | 2,115,700 | 2,106,940 | 2,106,940 | 238,793 CHF | 259,862 CHF | 98.91% | 98.91% |
07/11/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 2,173,800 | 2,173,800 | 2,168,520 | 2,168,520 | 265,072 CHF | 286,757 CHF | 100.00% | 100.00% |