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 | 26.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,731 CHF | 42,731 CHF | 100.00% | 100.00% |
19/11/2024 | 27.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,732 CHF | 41,732 CHF | 97.69% | 97.69% |
18/11/2024 | 29.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,526 CHF | 38,526 CHF | 100.00% | 100.00% |
15/11/2024 | 30.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,114 CHF | 38,114 CHF | 100.00% | 100.00% |
14/11/2024 | 31.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,053 CHF | 37,053 CHF | 100.00% | 100.00% |
13/11/2024 | 30.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,253 CHF | 38,253 CHF | 100.00% | 100.00% |
12/11/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,997 CHF | 34,997 CHF | 100.00% | 100.00% |
11/11/2024 | 35.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,233 CHF | 33,233 CHF | 100.00% | 100.00% |
08/11/2024 | 33.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,158 CHF | 35,158 CHF | 100.00% | 100.00% |
07/11/2024 | 33.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,526 CHF | 34,526 CHF | 100.00% | 100.00% |