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 | 40.00% | 0.02 CHF | 0.03 CHF | 2,393,600 | 2,393,600 | 2,374,660 | 2,374,660 | 47,493 CHF | 71,240 CHF | 100.00% | 100.00% |
19/11/2024 | 39.13% | 0.02 CHF | 0.03 CHF | 2,245,500 | 2,245,500 | 2,230,410 | 2,230,410 | 46,056 CHF | 68,360 CHF | 100.00% | 100.00% |
18/11/2024 | 35.57% | 0.02 CHF | 0.03 CHF | 2,208,200 | 2,208,200 | 2,197,970 | 2,197,970 | 51,246 CHF | 73,226 CHF | 100.00% | 100.00% |
15/11/2024 | 34.34% | 0.03 CHF | 0.04 CHF | 2,244,800 | 2,244,800 | 2,221,270 | 2,221,270 | 53,844 CHF | 76,057 CHF | 100.00% | 100.00% |
14/11/2024 | 34.93% | 0.02 CHF | 0.03 CHF | 2,197,400 | 2,197,400 | 2,188,340 | 2,188,340 | 52,077 CHF | 73,960 CHF | 100.00% | 100.00% |
13/11/2024 | 33.43% | 0.03 CHF | 0.04 CHF | 2,578,100 | 2,578,100 | 2,532,820 | 2,532,820 | 63,128 CHF | 88,456 CHF | 100.00% | 100.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,557,000 | 2,557,000 | 2,513,490 | 2,513,490 | 50,270 CHF | 75,405 CHF | 99.85% | 99.85% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,630,300 | 2,630,300 | 2,629,960 | 2,629,960 | 52,599 CHF | 78,899 CHF | 99.69% | 99.69% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,719,100 | 2,719,100 | 2,680,070 | 2,680,070 | 53,601 CHF | 80,402 CHF | 100.00% | 100.00% |
07/11/2024 | 40.04% | 0.02 CHF | 0.03 CHF | 2,960,500 | 2,960,500 | 2,955,540 | 2,955,540 | 59,049 CHF | 88,604 CHF | 99.39% | 99.39% |