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 | 15.33% | 0.03 CHF | 0.04 CHF | 1,753,800 | 1,753,800 | 1,755,170 | 1,755,170 | 52,884 CHF | 61,660 CHF | 99.44% | 99.44% |
19/11/2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1,755,600 | 1,755,600 | 1,618,660 | 1,618,660 | 48,560 CHF | 56,653 CHF | 98.77% | 98.77% |
18/11/2024 | 13.70% | 0.03 CHF | 0.04 CHF | 1,578,100 | 1,578,100 | 1,412,840 | 1,412,840 | 48,031 CHF | 55,095 CHF | 98.77% | 98.77% |
15/11/2024 | 13.00% | 0.04 CHF | 0.05 CHF | 1,360,700 | 1,360,700 | 1,263,210 | 1,263,210 | 45,608 CHF | 51,924 CHF | 100.00% | 100.00% |
14/11/2024 | 11.70% | 0.04 CHF | 0.05 CHF | 1,232,300 | 1,232,300 | 1,362,310 | 1,362,310 | 54,868 CHF | 61,679 CHF | 100.00% | 100.00% |
13/11/2024 | 12.66% | 0.04 CHF | 0.05 CHF | 1,399,800 | 1,399,800 | 1,492,280 | 1,492,280 | 55,382 CHF | 62,843 CHF | 100.00% | 100.00% |
12/11/2024 | 13.20% | 0.04 CHF | 0.05 CHF | 1,520,800 | 1,520,800 | 1,702,600 | 1,702,600 | 60,222 CHF | 68,735 CHF | 99.81% | 99.81% |
11/11/2024 | 15.38% | 0.04 CHF | 0.04 CHF | 1,751,300 | 1,751,300 | 1,927,520 | 1,927,520 | 57,875 CHF | 67,513 CHF | 99.73% | 99.73% |
08/11/2024 | 16.43% | 0.03 CHF | 0.04 CHF | 1,983,800 | 1,983,800 | 1,999,290 | 1,999,290 | 56,254 CHF | 66,250 CHF | 100.00% | 100.00% |
07/11/2024 | 16.45% | 0.03 CHF | 0.03 CHF | 2,004,000 | 2,004,000 | 1,796,630 | 1,796,630 | 50,269 CHF | 59,252 CHF | 99.96% | 99.96% |