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 | 10.17% | 0.09 CHF | 0.10 CHF | 1,597,000 | 1,597,000 | 1,590,420 | 1,590,420 | 148,471 CHF | 164,375 CHF | 100.00% | 100.00% |
19/11/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 1,516,400 | 1,516,400 | 1,510,020 | 1,510,020 | 138,565 CHF | 153,666 CHF | 99.84% | 99.84% |
18/11/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1,563,800 | 1,563,800 | 1,557,360 | 1,557,360 | 152,727 CHF | 168,301 CHF | 100.00% | 100.00% |
15/11/2024 | 9.75% | 0.10 CHF | 0.11 CHF | 1,595,100 | 1,595,100 | 1,588,520 | 1,588,520 | 155,127 CHF | 171,013 CHF | 100.00% | 100.00% |
14/11/2024 | 10.58% | 0.10 CHF | 0.11 CHF | 1,725,200 | 1,725,200 | 1,718,080 | 1,718,080 | 154,072 CHF | 171,252 CHF | 100.00% | 100.00% |
13/11/2024 | 10.96% | 0.09 CHF | 0.10 CHF | 1,634,200 | 1,634,200 | 1,630,800 | 1,630,800 | 140,863 CHF | 157,171 CHF | 100.00% | 100.00% |
12/11/2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1,494,600 | 1,494,600 | 1,488,440 | 1,488,440 | 146,594 CHF | 161,479 CHF | 99.86% | 99.86% |
11/11/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1,451,900 | 1,451,900 | 1,459,420 | 1,459,420 | 150,875 CHF | 165,469 CHF | 100.00% | 100.00% |
08/11/2024 | 9.48% | 0.10 CHF | 0.11 CHF | 1,537,800 | 1,537,800 | 1,518,270 | 1,518,270 | 152,653 CHF | 167,836 CHF | 98.88% | 98.88% |
07/11/2024 | 9.64% | 0.10 CHF | 0.11 CHF | 1,610,200 | 1,610,200 | 1,651,330 | 1,651,330 | 163,036 CHF | 179,550 CHF | 100.00% | 100.00% |