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 | 15.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,132 CHF | 70,132 CHF | 100.00% | 100.00% |
19/11/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,883 CHF | 73,883 CHF | 100.00% | 100.00% |
18/11/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,804 CHF | 69,804 CHF | 100.00% | 100.00% |
15/11/2024 | 15.95% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 57,719 CHF | 67,719 CHF | 100.00% | 100.00% |
14/11/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,067 CHF | 69,067 CHF | 100.00% | 100.00% |
13/11/2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,802 CHF | 73,802 CHF | 100.00% | 100.00% |
12/11/2024 | 16.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,101 CHF | 66,101 CHF | 100.00% | 100.00% |
11/11/2024 | 16.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,829 CHF | 64,829 CHF | 100.00% | 100.00% |
08/11/2024 | 15.77% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,408 CHF | 68,408 CHF | 100.00% | 100.00% |
07/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,781 CHF | 66,781 CHF | 100.00% | 100.00% |