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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 2,077,500 | 2,077,500 | 1,147,640 | 1,147,640 | 104,607 CHF | 116,105 CHF | 100.00% | 100.00% |
20/11/2024 | 11.13% | 0.08 CHF | 0.09 CHF | 2,145,000 | 2,145,000 | 1,164,290 | 1,164,290 | 101,022 CHF | 112,704 CHF | 99.90% | 99.90% |
19/11/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 2,131,200 | 2,131,200 | 1,179,750 | 1,179,750 | 102,303 CHF | 114,123 CHF | 100.00% | 100.00% |
18/11/2024 | 11.79% | 0.09 CHF | 0.10 CHF | 2,322,300 | 2,322,300 | 1,286,290 | 1,286,290 | 106,741 CHF | 119,638 CHF | 99.89% | 99.89% |
15/11/2024 | 11.51% | 0.08 CHF | 0.09 CHF | 2,115,500 | 2,115,500 | 1,160,550 | 1,160,550 | 96,114 CHF | 107,742 CHF | 99.90% | 99.90% |
14/11/2024 | 11.85% | 0.09 CHF | 0.10 CHF | 2,314,500 | 2,314,500 | 1,270,660 | 1,270,660 | 103,751 CHF | 116,482 CHF | 99.35% | 99.35% |
13/11/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 2,407,900 | 2,407,900 | 1,322,160 | 1,322,160 | 100,036 CHF | 113,282 CHF | 100.00% | 100.00% |
12/11/2024 | 12.42% | 0.08 CHF | 0.09 CHF | 2,405,300 | 2,405,300 | 1,320,720 | 1,320,720 | 102,105 CHF | 115,338 CHF | 100.00% | 100.00% |
11/11/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 2,192,600 | 2,192,600 | 1,194,820 | 1,194,820 | 97,421 CHF | 109,393 CHF | 99.66% | 99.66% |
08/11/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 2,168,600 | 2,168,600 | 1,185,410 | 1,185,410 | 105,452 CHF | 117,329 CHF | 100.00% | 100.00% |