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 | 15.50% | 0.06 CHF | 0.07 CHF | 1,741,200 | 1,741,200 | 1,733,680 | 1,733,680 | 103,256 CHF | 120,593 CHF | 100.00% | 100.00% |
19/11/2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1,625,800 | 1,625,800 | 1,614,300 | 1,614,300 | 91,647 CHF | 107,790 CHF | 99.45% | 99.45% |
18/11/2024 | 14.10% | 0.07 CHF | 0.08 CHF | 1,431,700 | 1,431,700 | 1,425,800 | 1,425,800 | 94,040 CHF | 108,298 CHF | 100.00% | 100.00% |
15/11/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1,363,800 | 1,363,800 | 1,358,180 | 1,358,180 | 94,717 CHF | 108,298 CHF | 100.00% | 100.00% |
14/11/2024 | 13.35% | 0.08 CHF | 0.09 CHF | 1,544,900 | 1,544,900 | 1,542,780 | 1,542,780 | 107,943 CHF | 123,371 CHF | 100.00% | 100.00% |
13/11/2024 | 14.10% | 0.07 CHF | 0.08 CHF | 1,409,800 | 1,409,800 | 1,330,290 | 1,330,290 | 87,828 CHF | 101,130 CHF | 100.00% | 100.00% |
12/11/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 1,454,800 | 1,454,800 | 1,434,100 | 1,434,100 | 110,166 CHF | 124,539 CHF | 98.83% | 98.83% |
11/11/2024 | 13.83% | 0.07 CHF | 0.08 CHF | 1,596,400 | 1,596,400 | 1,614,990 | 1,614,990 | 108,943 CHF | 125,093 CHF | 99.44% | 99.44% |
08/11/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1,682,200 | 1,682,200 | 1,675,260 | 1,675,260 | 99,815 CHF | 116,567 CHF | 100.00% | 100.00% |
07/11/2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1,775,900 | 1,775,900 | 1,768,580 | 1,768,580 | 106,861 CHF | 124,546 CHF | 100.00% | 100.00% |