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 | 20.00% | 0.05 CHF | 0.06 CHF | 2,832,800 | 2,832,800 | 2,821,120 | 2,821,120 | 126,950 CHF | 155,161 CHF | 100.00% | 100.00% |
19/11/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 134,090 CHF | 163,966 CHF | 100.00% | 100.00% |
18/11/2024 | 21.82% | 0.04 CHF | 0.05 CHF | 2,851,200 | 2,851,200 | 2,838,790 | 2,838,790 | 116,095 CHF | 144,483 CHF | 100.00% | 100.00% |
15/11/2024 | 20.08% | 0.05 CHF | 0.06 CHF | 2,723,000 | 2,723,000 | 2,711,770 | 2,711,770 | 121,539 CHF | 148,656 CHF | 100.00% | 100.00% |
14/11/2024 | 19.55% | 0.05 CHF | 0.06 CHF | 2,456,700 | 2,456,700 | 2,446,520 | 2,446,520 | 113,127 CHF | 137,592 CHF | 99.35% | 99.35% |
13/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 2,605,600 | 2,605,600 | 2,603,950 | 2,603,950 | 130,198 CHF | 156,237 CHF | 100.00% | 100.00% |
12/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2,804,200 | 2,804,200 | 2,792,680 | 2,792,680 | 125,670 CHF | 153,597 CHF | 100.00% | 100.00% |
11/11/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 2,677,200 | 2,677,200 | 2,666,160 | 2,666,160 | 120,085 CHF | 146,747 CHF | 99.93% | 99.93% |
08/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 134,443 CHF | 164,319 CHF | 100.00% | 100.00% |
07/11/2024 | 21.14% | 0.04 CHF | 0.05 CHF | 2,571,800 | 2,571,800 | 2,588,110 | 2,588,110 | 109,849 CHF | 135,730 CHF | 100.00% | 100.00% |