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 | 21.52% | 0.04 CHF | 0.05 CHF | 1,860,100 | 1,860,100 | 814,077 | 814,077 | 33,479 CHF | 41,643 CHF | 99.57% | 99.57% |
19/11/2024 | 24.58% | 0.04 CHF | 0.05 CHF | 2,033,300 | 2,033,300 | 904,184 | 904,184 | 35,615 CHF | 44,827 CHF | 99.20% | 99.20% |
18/11/2024 | 25.71% | 0.04 CHF | 0.05 CHF | 2,294,300 | 2,294,300 | 1,021,100 | 1,021,100 | 34,979 CHF | 45,209 CHF | 99.90% | 99.90% |
15/11/2024 | 26.26% | 0.03 CHF | 0.04 CHF | 2,028,200 | 2,028,200 | 826,740 | 826,740 | 26,272 CHF | 34,558 CHF | 91.93% | 91.93% |
14/11/2024 | 17.01% | 0.06 CHF | 0.07 CHF | 1,378,100 | 1,378,100 | 605,393 | 605,393 | 34,666 CHF | 40,795 CHF | 99.72% | 99.72% |
13/11/2024 | 19.82% | 0.06 CHF | 0.07 CHF | 1,568,900 | 1,568,900 | 735,833 | 735,833 | 35,418 CHF | 42,790 CHF | 99.93% | 99.93% |
12/11/2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1,558,900 | 1,558,900 | 683,914 | 683,914 | 33,391 CHF | 40,243 CHF | 99.89% | 99.89% |
11/11/2024 | 21.14% | 0.05 CHF | 0.06 CHF | 1,428,400 | 1,428,400 | 587,447 | 587,447 | 30,284 CHF | 36,684 CHF | 99.90% | 99.90% |
08/11/2024 | 17.06% | 0.06 CHF | 0.07 CHF | 1,485,100 | 1,485,100 | 684,792 | 684,792 | 38,221 CHF | 45,082 CHF | 97.39% | 97.39% |
07/11/2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1,638,000 | 1,638,000 | 728,929 | 728,929 | 34,256 CHF | 41,559 CHF | 100.00% | 100.00% |