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 | 42.17% | 0.02 CHF | 0.03 CHF | 2,447,200 | 2,447,200 | 2,380,680 | 2,380,680 | 44,964 CHF | 68,771 CHF | 100.00% | 100.00% |
19/11/2024 | 48.89% | 0.02 CHF | 0.03 CHF | 2,335,500 | 2,335,500 | 2,381,590 | 2,381,590 | 37,024 CHF | 60,840 CHF | 100.00% | 100.00% |
18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,201,900 | 2,201,900 | 2,185,670 | 2,185,670 | 43,713 CHF | 65,570 CHF | 100.00% | 100.00% |
15/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,310,300 | 2,310,300 | 2,315,180 | 2,315,180 | 46,304 CHF | 69,455 CHF | 100.00% | 100.00% |
14/11/2024 | 48.48% | 0.02 CHF | 0.03 CHF | 2,475,600 | 2,475,600 | 2,499,660 | 2,499,660 | 39,382 CHF | 64,379 CHF | 100.00% | 100.00% |
13/11/2024 | 42.92% | 0.02 CHF | 0.03 CHF | 2,386,100 | 2,386,100 | 2,324,780 | 2,324,780 | 43,026 CHF | 66,274 CHF | 100.00% | 100.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,226,500 | 2,226,500 | 2,217,310 | 2,217,310 | 44,346 CHF | 66,519 CHF | 99.86% | 99.86% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,219,900 | 2,219,900 | 2,275,490 | 2,275,490 | 45,510 CHF | 68,265 CHF | 99.68% | 99.68% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,358,200 | 2,358,200 | 2,337,890 | 2,337,890 | 46,758 CHF | 70,137 CHF | 99.20% | 99.20% |
07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2,321,200 | 2,321,200 | 2,311,630 | 2,311,630 | 46,233 CHF | 69,349 CHF | 100.00% | 100.00% |