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 | 33.54% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,668,980 | 1,668,980 | 43,785 CHF | 60,624 CHF | 99.34% | 99.34% |
19/11/2024 | 31.54% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,679,850 | 1,679,850 | 48,723 CHF | 66,031 CHF | 99.89% | 99.89% |
18/11/2024 | 24.31% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,380,530 | 1,380,530 | 51,616 CHF | 65,482 CHF | 99.76% | 99.76% |
15/11/2024 | 16.84% | 0.05 CHF | 0.06 CHF | 2,041,200 | 2,041,200 | 925,728 | 925,728 | 51,373 CHF | 60,649 CHF | 100.00% | 100.00% |
14/11/2024 | 19.21% | 0.06 CHF | 0.07 CHF | 2,315,400 | 2,315,400 | 1,006,270 | 1,006,270 | 51,881 CHF | 61,966 CHF | 98.49% | 98.49% |
13/11/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,419,200 | 1,419,200 | 55,653 CHF | 69,872 CHF | 99.94% | 99.94% |
12/11/2024 | 24.58% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 1,471,870 | 1,471,870 | 55,332 CHF | 70,099 CHF | 98.40% | 98.40% |
11/11/2024 | 11.67% | 0.06 CHF | 0.07 CHF | 502,600 | 502,600 | 230,020 | 230,020 | 19,358 CHF | 21,664 CHF | 99.86% | 99.86% |
08/11/2024 | 3.81% | 0.23 CHF | 0.24 CHF | 427,200 | 427,200 | 197,308 | 197,308 | 49,461 CHF | 51,438 CHF | 99.05% | 99.05% |
07/11/2024 | 3.15% | 0.28 CHF | 0.29 CHF | 436,700 | 436,700 | 202,215 | 202,215 | 63,802 CHF | 65,838 CHF | 99.96% | 99.96% |