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 | 29.88% | 0.03 CHF | 0.04 CHF | 2,332,600 | 2,332,600 | 2,332,200 | 2,332,200 | 66,770 CHF | 90,092 CHF | 100.00% | 100.00% |
19/11/2024 | 32.68% | 0.03 CHF | 0.04 CHF | 2,009,200 | 2,009,200 | 2,009,600 | 2,009,600 | 51,617 CHF | 71,713 CHF | 100.00% | 100.00% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,084,100 | 2,084,100 | 2,108,500 | 2,108,500 | 63,255 CHF | 84,340 CHF | 100.00% | 100.00% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,053,400 | 2,053,400 | 2,013,070 | 2,013,070 | 60,392 CHF | 80,523 CHF | 100.00% | 100.00% |
14/11/2024 | 29.67% | 0.03 CHF | 0.04 CHF | 2,334,900 | 2,334,900 | 2,382,590 | 2,382,590 | 68,686 CHF | 92,512 CHF | 100.00% | 100.00% |
13/11/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,604,100 | 2,604,100 | 2,650,790 | 2,650,790 | 66,270 CHF | 92,778 CHF | 100.00% | 100.00% |
12/11/2024 | 32.37% | 0.03 CHF | 0.04 CHF | 2,040,200 | 2,040,200 | 2,000,570 | 2,000,570 | 52,043 CHF | 72,049 CHF | 99.86% | 99.86% |
11/11/2024 | 26.02% | 0.04 CHF | 0.05 CHF | 2,062,300 | 2,062,300 | 2,063,950 | 2,063,950 | 69,284 CHF | 89,924 CHF | 99.70% | 99.70% |
08/11/2024 | 23.98% | 0.03 CHF | 0.04 CHF | 1,064,500 | 1,064,500 | 1,015,430 | 1,015,430 | 38,982 CHF | 49,403 CHF | 98.81% | 98.81% |
07/11/2024 | 14.23% | 0.07 CHF | 0.08 CHF | 1,129,000 | 1,129,000 | 1,132,860 | 1,132,860 | 74,358 CHF | 85,686 CHF | 100.00% | 100.00% |