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 | 22.22% | 0.04 CHF | 0.05 CHF | 2,390,000 | 2,390,000 | 2,390,000 | 2,390,000 | 95,609 CHF | 119,509 CHF | 100.00% | 100.00% |
19/11/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 2,188,900 | 2,188,900 | 2,188,900 | 2,188,900 | 87,414 CHF | 109,303 CHF | 99.90% | 99.90% |
18/11/2024 | 20.46% | 0.04 CHF | 0.05 CHF | 2,047,800 | 2,047,800 | 2,027,810 | 2,027,810 | 89,127 CHF | 109,405 CHF | 100.00% | 100.00% |
15/11/2024 | 19.04% | 0.05 CHF | 0.06 CHF | 1,664,700 | 1,664,700 | 1,668,040 | 1,668,040 | 79,501 CHF | 96,181 CHF | 100.00% | 100.00% |
14/11/2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1,597,400 | 1,597,400 | 1,597,400 | 1,597,400 | 88,065 CHF | 104,039 CHF | 100.00% | 100.00% |
13/11/2024 | 15.25% | 0.06 CHF | 0.07 CHF | 1,622,400 | 1,622,400 | 1,591,390 | 1,591,390 | 96,573 CHF | 112,487 CHF | 100.00% | 100.00% |
12/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,492,100 | 1,492,100 | 1,468,110 | 1,468,110 | 88,087 CHF | 102,768 CHF | 99.92% | 99.92% |
11/11/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1,530,500 | 1,530,500 | 1,530,500 | 1,530,500 | 99,483 CHF | 114,788 CHF | 100.00% | 100.00% |
08/11/2024 | 15.14% | 0.06 CHF | 0.07 CHF | 1,470,800 | 1,470,800 | 1,440,260 | 1,440,260 | 88,008 CHF | 102,411 CHF | 98.95% | 98.95% |
07/11/2024 | 14.17% | 0.07 CHF | 0.08 CHF | 1,479,400 | 1,479,400 | 1,479,400 | 1,479,400 | 97,115 CHF | 111,909 CHF | 100.00% | 100.00% |