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 | 23.83% | 0.04 CHF | 0.05 CHF | 2,490,400 | 2,490,400 | 2,485,730 | 2,485,730 | 92,222 CHF | 117,080 CHF | 100.00% | 100.00% |
19/11/2024 | 23.42% | 0.04 CHF | 0.05 CHF | 2,144,000 | 2,144,000 | 2,139,460 | 2,139,460 | 81,002 CHF | 102,397 CHF | 100.00% | 100.00% |
18/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2,222,400 | 2,222,400 | 2,222,400 | 2,222,400 | 100,008 CHF | 122,232 CHF | 100.00% | 100.00% |
15/11/2024 | 20.14% | 0.04 CHF | 0.05 CHF | 1,997,500 | 1,997,500 | 1,978,160 | 1,978,160 | 88,379 CHF | 108,160 CHF | 100.00% | 100.00% |
14/11/2024 | 19.36% | 0.05 CHF | 0.06 CHF | 2,133,100 | 2,133,100 | 2,148,620 | 2,148,620 | 100,667 CHF | 122,153 CHF | 100.00% | 100.00% |
13/11/2024 | 20.32% | 0.05 CHF | 0.06 CHF | 2,122,400 | 2,122,400 | 2,112,190 | 2,112,190 | 93,510 CHF | 114,632 CHF | 100.00% | 100.00% |
12/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,907,600 | 1,907,600 | 1,907,600 | 1,907,600 | 85,842 CHF | 104,918 CHF | 99.86% | 99.86% |
11/11/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1,892,600 | 1,892,600 | 1,878,370 | 1,878,370 | 94,967 CHF | 113,751 CHF | 99.68% | 99.68% |
08/11/2024 | 18.07% | 0.05 CHF | 0.06 CHF | 1,811,500 | 1,811,500 | 1,805,570 | 1,805,570 | 90,921 CHF | 108,977 CHF | 98.78% | 98.78% |
07/11/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,807,700 | 1,807,700 | 1,807,700 | 1,807,700 | 99,424 CHF | 117,500 CHF | 100.00% | 100.00% |