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 | 100.58% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,952,330 | 295 | 14,762 CHF | 4 CHF | 99.89% | 99.89% |
19/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,808,150 | 281 | 14,041 CHF | 4 CHF | 99.95% | 99.95% |
18/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,601,420 | 260 | 13,007 CHF | 4 CHF | 98.93% | 99.89% |
15/11/2024 | 100.71% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,731,460 | 273 | 13,657 CHF | 4 CHF | 100.00% | 100.00% |
14/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,722,020 | 272 | 13,610 CHF | 4 CHF | 99.76% | 99.76% |
13/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,920,420 | 292 | 14,602 CHF | 4 CHF | 100.00% | 100.00% |
12/11/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,564,200 | 256 | 12,821 CHF | 4 CHF | 99.95% | 99.95% |
11/11/2024 | 68.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,009,400 | 201 | 19,647 CHF | 4 CHF | 99.35% | 99.35% |
08/11/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,024,740 | 202 | 20,247 CHF | 4 CHF | 99.53% | 99.53% |
07/11/2024 | 87.36% | 0.01 CHF | 0.02 CHF | 3,000,000 | 300 | 2,435,380 | 244 | 17,757 CHF | 4 CHF | 99.86% | 99.86% |