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 | 32.51% | 0.03 CHF | 0.04 CHF | 980,800 | 980,800 | 954,155 | 954,155 | 24,676 CHF | 34,217 CHF | 100.00% | 100.00% |
19/11/2024 | 37.46% | 0.03 CHF | 0.04 CHF | 913,700 | 913,700 | 931,747 | 931,747 | 20,383 CHF | 29,700 CHF | 100.00% | 100.00% |
18/11/2024 | 28.81% | 0.03 CHF | 0.04 CHF | 791,800 | 791,800 | 785,974 | 785,974 | 23,393 CHF | 31,253 CHF | 100.00% | 100.00% |
15/11/2024 | 27.97% | 0.03 CHF | 0.04 CHF | 913,900 | 913,900 | 915,831 | 915,831 | 28,303 CHF | 37,461 CHF | 100.00% | 100.00% |
14/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,029,600 | 1,029,600 | 1,039,620 | 1,039,620 | 25,991 CHF | 36,387 CHF | 100.00% | 100.00% |
13/11/2024 | 32.75% | 0.03 CHF | 0.04 CHF | 902,500 | 902,500 | 879,277 | 879,277 | 22,516 CHF | 31,309 CHF | 100.00% | 100.00% |
12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 796,000 | 796,000 | 792,718 | 792,718 | 23,782 CHF | 31,709 CHF | 99.85% | 99.85% |
11/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 821,800 | 821,800 | 842,366 | 842,366 | 25,271 CHF | 33,695 CHF | 99.70% | 99.70% |
08/11/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 908,100 | 908,100 | 900,272 | 900,272 | 27,089 CHF | 36,092 CHF | 99.22% | 99.22% |
07/11/2024 | 29.00% | 0.03 CHF | 0.04 CHF | 874,800 | 874,800 | 871,193 | 871,193 | 25,745 CHF | 34,457 CHF | 100.00% | 100.00% |