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 | 19.94% | 0.05 CHF | 0.06 CHF | 1,414,700 | 1,414,700 | 1,407,100 | 1,407,100 | 63,569 CHF | 77,640 CHF | 100.00% | 100.00% |
19/11/2024 | 18.75% | 0.05 CHF | 0.06 CHF | 1,352,900 | 1,352,900 | 1,351,510 | 1,351,510 | 65,449 CHF | 78,965 CHF | 100.00% | 100.00% |
18/11/2024 | 19.65% | 0.05 CHF | 0.06 CHF | 1,213,800 | 1,213,800 | 1,204,700 | 1,204,700 | 55,417 CHF | 67,464 CHF | 100.00% | 100.00% |
15/11/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,184,500 | 1,184,500 | 1,166,910 | 1,166,910 | 58,426 CHF | 70,095 CHF | 100.00% | 100.00% |
14/11/2024 | 15.79% | 0.05 CHF | 0.06 CHF | 920,500 | 920,500 | 925,553 | 925,553 | 54,233 CHF | 63,489 CHF | 99.35% | 99.35% |
13/11/2024 | 14.54% | 0.07 CHF | 0.08 CHF | 1,106,700 | 1,106,700 | 1,095,920 | 1,095,920 | 70,110 CHF | 81,069 CHF | 100.00% | 100.00% |
12/11/2024 | 17.77% | 0.06 CHF | 0.07 CHF | 1,169,700 | 1,169,700 | 1,153,980 | 1,153,980 | 59,292 CHF | 70,831 CHF | 100.00% | 100.00% |
11/11/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,117,300 | 1,117,300 | 1,121,280 | 1,121,280 | 59,933 CHF | 71,146 CHF | 99.93% | 99.93% |
08/11/2024 | 16.42% | 0.06 CHF | 0.07 CHF | 1,469,900 | 1,469,900 | 1,461,570 | 1,461,570 | 81,898 CHF | 96,514 CHF | 99.40% | 99.40% |
07/11/2024 | 19.89% | 0.05 CHF | 0.06 CHF | 1,054,100 | 1,054,100 | 1,052,010 | 1,052,010 | 47,779 CHF | 58,300 CHF | 100.00% | 100.00% |