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 | 16.67% | 0.06 CHF | 0.07 CHF | 1,125,800 | 1,125,800 | 1,098,220 | 1,098,220 | 60,402 CHF | 71,384 CHF | 100.00% | 100.00% |
19/11/2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1,171,700 | 1,171,700 | 1,140,060 | 1,140,060 | 58,437 CHF | 69,842 CHF | 100.00% | 100.00% |
18/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,228,200 | 1,228,200 | 1,196,220 | 1,196,220 | 59,811 CHF | 71,773 CHF | 100.00% | 100.00% |
15/11/2024 | 18.69% | 0.05 CHF | 0.06 CHF | 1,321,600 | 1,321,600 | 1,277,210 | 1,277,210 | 62,143 CHF | 74,915 CHF | 100.00% | 100.00% |
14/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,306,300 | 1,306,300 | 1,277,190 | 1,277,190 | 57,474 CHF | 70,246 CHF | 99.35% | 99.35% |
13/11/2024 | 19.32% | 0.05 CHF | 0.06 CHF | 1,308,600 | 1,308,600 | 1,272,350 | 1,272,350 | 59,569 CHF | 72,293 CHF | 100.00% | 100.00% |
12/11/2024 | 19.17% | 0.05 CHF | 0.06 CHF | 1,191,900 | 1,191,900 | 1,177,170 | 1,177,170 | 55,612 CHF | 67,383 CHF | 68.32% | 100.00% |
11/11/2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1,075,800 | 1,075,800 | 1,030,770 | 1,030,770 | 56,083 CHF | 66,391 CHF | 99.93% | 99.93% |
08/11/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 837,700 | 837,700 | 802,469 | 802,469 | 48,599 CHF | 56,623 CHF | 100.00% | 100.00% |
07/11/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 886,800 | 886,800 | 864,291 | 864,291 | 64,679 CHF | 73,322 CHF | 98.53% | 98.53% |