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 | 29.00% | 0.03 CHF | 0.04 CHF | 1,628,900 | 1,628,900 | 893,040 | 893,040 | 26,871 CHF | 35,828 CHF | 99.90% | 99.90% |
19/11/2024 | 29.04% | 0.03 CHF | 0.04 CHF | 1,771,600 | 1,771,600 | 974,519 | 974,519 | 29,236 CHF | 39,010 CHF | 98.91% | 98.91% |
18/11/2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1,939,200 | 1,939,200 | 1,062,590 | 1,062,590 | 27,465 CHF | 38,131 CHF | 99.58% | 99.58% |
15/11/2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1,868,400 | 1,868,400 | 1,022,800 | 1,022,800 | 25,570 CHF | 35,844 CHF | 99.89% | 99.89% |
14/11/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 1,887,500 | 1,887,500 | 1,053,410 | 1,053,410 | 26,335 CHF | 36,890 CHF | 98.85% | 98.85% |
13/11/2024 | 30.11% | 0.03 CHF | 0.04 CHF | 1,809,100 | 1,809,100 | 993,395 | 993,395 | 27,919 CHF | 37,871 CHF | 100.00% | 100.00% |
12/11/2024 | 31.96% | 0.03 CHF | 0.04 CHF | 1,687,000 | 1,687,000 | 863,783 | 863,783 | 23,471 CHF | 32,147 CHF | 100.00% | 100.00% |
11/11/2024 | 26.93% | 0.03 CHF | 0.04 CHF | 1,393,700 | 1,393,700 | 759,371 | 759,371 | 24,690 CHF | 32,360 CHF | 99.93% | 99.93% |
08/11/2024 | 40.98% | 0.04 CHF | 0.05 CHF | 1,374,800 | 1,374,800 | 518,750 | 518,750 | 18,157 CHF | 23,848 CHF | 100.00% | 100.00% |
07/11/2024 | 24.29% | 0.04 CHF | 0.05 CHF | 1,278,800 | 1,278,800 | 609,598 | 609,598 | 22,545 CHF | 28,656 CHF | 98.68% | 98.68% |