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 | 16.47% | 0.06 CHF | 0.07 CHF | 1,384,200 | 1,384,200 | 1,381,900 | 1,381,900 | 77,058 CHF | 90,877 CHF | 100.00% | 100.00% |
19/11/2024 | 16.73% | 0.06 CHF | 0.07 CHF | 1,524,900 | 1,524,900 | 1,524,820 | 1,524,820 | 83,539 CHF | 98,788 CHF | 100.00% | 100.00% |
18/11/2024 | 18.56% | 0.05 CHF | 0.06 CHF | 1,505,400 | 1,505,400 | 1,494,010 | 1,494,010 | 73,145 CHF | 88,085 CHF | 100.00% | 100.00% |
15/11/2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1,333,400 | 1,333,400 | 1,340,940 | 1,340,940 | 67,841 CHF | 81,250 CHF | 100.00% | 100.00% |
14/11/2024 | 16.44% | 0.06 CHF | 0.07 CHF | 1,189,700 | 1,189,700 | 1,205,110 | 1,205,110 | 67,414 CHF | 79,465 CHF | 100.00% | 100.00% |
13/11/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,189,900 | 1,189,900 | 1,197,880 | 1,197,880 | 71,999 CHF | 83,978 CHF | 100.00% | 100.00% |
12/11/2024 | 15.24% | 0.07 CHF | 0.08 CHF | 1,397,900 | 1,397,900 | 1,387,820 | 1,387,820 | 84,189 CHF | 98,067 CHF | 99.86% | 99.86% |
11/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,286,800 | 1,286,800 | 1,286,880 | 1,286,880 | 70,764 CHF | 83,633 CHF | 99.69% | 99.69% |
08/11/2024 | 22.26% | 0.06 CHF | 0.07 CHF | 1,847,300 | 1,847,300 | 1,478,440 | 1,478,440 | 80,768 CHF | 98,915 CHF | 100.00% | 100.00% |
07/11/2024 | 20.97% | 0.04 CHF | 0.05 CHF | 1,610,700 | 1,610,700 | 1,621,940 | 1,621,940 | 69,483 CHF | 85,702 CHF | 100.00% | 100.00% |