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 | 35.14% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,044 CHF | 3,348 CHF | 99.38% | 99.38% |
19/11/2024 | 37.57% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,498 CHF | 3,166 CHF | 99.37% | 99.37% |
18/11/2024 | 33.22% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,548 CHF | 3,516 CHF | 99.23% | 99.23% |
15/11/2024 | 27.76% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,315 CHF | 4,105 CHF | 99.37% | 99.37% |
14/11/2024 | 25.69% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 10,181 CHF | 4,394 CHF | 99.38% | 99.38% |
13/11/2024 | 29.01% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,855 CHF | 3,952 CHF | 99.37% | 99.37% |
12/11/2024 | 27.13% | 0.03 CHF | 0.04 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 47,833 CHF | 4,189 CHF | 99.37% | 99.37% |
11/11/2024 | 24.32% | 0.04 CHF | 0.05 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 54,223 CHF | 4,615 CHF | 99.37% | 99.37% |
08/11/2024 | 26.24% | 0.04 CHF | 0.05 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 49,788 CHF | 4,319 CHF | 99.37% | 99.37% |
07/11/2024 | 24.94% | 0.03 CHF | 0.04 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 52,687 CHF | 4,512 CHF | 99.29% | 99.29% |