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 | 14.60% | 0.06 CHF | 0.07 CHF | 1,978,200 | 1,978,200 | 1,947,260 | 1,947,260 | 123,739 CHF | 143,211 CHF | 100.00% | 100.00% |
19/11/2024 | 14.86% | 0.07 CHF | 0.08 CHF | 1,898,200 | 1,898,200 | 1,917,690 | 1,917,690 | 119,591 CHF | 138,768 CHF | 100.00% | 100.00% |
18/11/2024 | 13.90% | 0.07 CHF | 0.08 CHF | 1,795,200 | 1,795,200 | 1,784,770 | 1,784,770 | 119,635 CHF | 137,483 CHF | 100.00% | 100.00% |
15/11/2024 | 12.75% | 0.07 CHF | 0.08 CHF | 1,741,100 | 1,741,100 | 1,741,100 | 1,741,100 | 128,009 CHF | 145,420 CHF | 100.00% | 100.00% |
14/11/2024 | 13.53% | 0.08 CHF | 0.09 CHF | 1,855,600 | 1,855,600 | 1,878,070 | 1,878,070 | 129,647 CHF | 148,428 CHF | 100.00% | 100.00% |
13/11/2024 | 14.12% | 0.07 CHF | 0.08 CHF | 1,897,500 | 1,897,500 | 1,896,820 | 1,896,820 | 124,897 CHF | 143,865 CHF | 100.00% | 100.00% |
12/11/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1,702,900 | 1,702,900 | 1,675,200 | 1,675,200 | 116,737 CHF | 133,489 CHF | 100.00% | 100.00% |
11/11/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,579,800 | 1,579,800 | 1,574,180 | 1,574,180 | 127,772 CHF | 143,514 CHF | 100.00% | 100.00% |
08/11/2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1,375,600 | 1,375,600 | 1,367,400 | 1,367,400 | 113,195 CHF | 126,869 CHF | 99.19% | 99.19% |
07/11/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1,275,700 | 1,275,700 | 1,261,530 | 1,261,530 | 127,949 CHF | 140,565 CHF | 100.00% | 100.00% |