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 | 14.59% | 0.06 CHF | 0.07 CHF | 1,174,900 | 1,174,900 | 1,165,570 | 1,165,570 | 74,158 CHF | 85,814 CHF | 99.48% | 99.48% |
19/11/2024 | 14.38% | 0.07 CHF | 0.08 CHF | 1,088,400 | 1,088,400 | 1,094,940 | 1,094,940 | 70,778 CHF | 81,728 CHF | 100.00% | 100.00% |
18/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,083,600 | 1,083,600 | 1,083,600 | 1,083,600 | 75,852 CHF | 86,688 CHF | 99.89% | 99.89% |
15/11/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1,117,900 | 1,117,900 | 1,119,600 | 1,119,600 | 77,955 CHF | 89,151 CHF | 100.00% | 100.00% |
14/11/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 1,158,700 | 1,158,700 | 1,158,090 | 1,158,090 | 75,487 CHF | 87,068 CHF | 98.56% | 98.56% |
13/11/2024 | 14.32% | 0.07 CHF | 0.08 CHF | 1,143,000 | 1,143,000 | 1,145,280 | 1,145,280 | 74,261 CHF | 85,713 CHF | 100.00% | 100.00% |
12/11/2024 | 13.63% | 0.07 CHF | 0.08 CHF | 1,052,600 | 1,052,600 | 1,042,820 | 1,042,820 | 71,349 CHF | 81,777 CHF | 99.88% | 99.88% |
11/11/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 1,092,100 | 1,092,100 | 1,092,100 | 1,092,100 | 76,861 CHF | 87,782 CHF | 100.00% | 100.00% |
08/11/2024 | 14.11% | 0.07 CHF | 0.08 CHF | 1,152,000 | 1,152,000 | 1,151,190 | 1,151,190 | 75,877 CHF | 87,389 CHF | 99.05% | 99.05% |
07/11/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 1,033,400 | 1,033,400 | 1,011,770 | 1,011,770 | 71,446 CHF | 81,563 CHF | 100.00% | 100.00% |