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 | 17.77% | 0.05 CHF | 0.06 CHF | 487,400 | 487,400 | 488,009 | 488,009 | 25,067 CHF | 29,947 CHF | 100.00% | 100.00% |
19/11/2024 | 18.82% | 0.05 CHF | 0.06 CHF | 496,200 | 496,200 | 509,139 | 509,139 | 24,559 CHF | 29,650 CHF | 99.84% | 99.84% |
18/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 499,200 | 499,200 | 507,405 | 507,405 | 25,370 CHF | 30,444 CHF | 100.00% | 100.00% |
15/11/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 511,500 | 511,500 | 520,580 | 520,580 | 25,786 CHF | 30,992 CHF | 100.00% | 100.00% |
14/11/2024 | 19.87% | 0.05 CHF | 0.06 CHF | 564,000 | 564,000 | 564,971 | 564,971 | 25,626 CHF | 31,275 CHF | 100.00% | 100.00% |
13/11/2024 | 20.72% | 0.05 CHF | 0.06 CHF | 557,200 | 557,200 | 566,011 | 566,011 | 24,531 CHF | 30,191 CHF | 100.00% | 100.00% |
12/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 522,100 | 522,100 | 522,173 | 522,173 | 23,496 CHF | 28,718 CHF | 99.86% | 99.86% |
11/11/2024 | 17.94% | 0.05 CHF | 0.06 CHF | 527,100 | 527,100 | 513,207 | 513,207 | 26,074 CHF | 31,206 CHF | 100.00% | 100.00% |
08/11/2024 | 21.39% | 0.05 CHF | 0.06 CHF | 494,500 | 494,500 | 506,271 | 506,271 | 21,188 CHF | 26,251 CHF | 98.89% | 98.89% |
07/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,100 | 500,100 | 515,505 | 515,505 | 25,780 CHF | 30,935 CHF | 100.00% | 100.00% |