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 | 16.08% | 0.06 CHF | 0.07 CHF | 1,797,900 | 1,797,900 | 1,769,770 | 1,769,770 | 101,388 CHF | 119,086 CHF | 100.00% | 100.00% |
19/11/2024 | 15.71% | 0.06 CHF | 0.07 CHF | 1,825,600 | 1,825,600 | 1,844,340 | 1,844,340 | 108,376 CHF | 126,819 CHF | 100.00% | 100.00% |
18/11/2024 | 16.98% | 0.06 CHF | 0.07 CHF | 2,022,400 | 2,022,400 | 2,010,660 | 2,010,660 | 108,544 CHF | 128,651 CHF | 100.00% | 100.00% |
15/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 2,009,000 | 2,009,000 | 2,009,000 | 2,009,000 | 100,450 CHF | 120,540 CHF | 100.00% | 100.00% |
14/11/2024 | 17.01% | 0.05 CHF | 0.06 CHF | 1,744,300 | 1,744,300 | 1,765,390 | 1,765,390 | 95,371 CHF | 113,025 CHF | 100.00% | 100.00% |
13/11/2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1,784,000 | 1,784,000 | 1,783,360 | 1,783,360 | 98,625 CHF | 116,459 CHF | 100.00% | 100.00% |
12/11/2024 | 16.75% | 0.06 CHF | 0.07 CHF | 2,149,600 | 2,149,600 | 2,114,670 | 2,114,670 | 115,749 CHF | 136,895 CHF | 100.00% | 100.00% |
11/11/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 2,172,200 | 2,172,200 | 2,164,470 | 2,164,470 | 97,179 CHF | 118,824 CHF | 100.00% | 100.00% |
08/11/2024 | 20.39% | 0.05 CHF | 0.06 CHF | 2,733,200 | 2,733,200 | 2,716,900 | 2,716,900 | 119,931 CHF | 147,100 CHF | 99.21% | 99.21% |
07/11/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2,748,100 | 2,748,100 | 2,717,560 | 2,717,560 | 95,115 CHF | 122,290 CHF | 100.00% | 100.00% |