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 | 12.86% | 0.07 CHF | 0.08 CHF | 2,010,800 | 2,010,800 | 819,529 | 819,529 | 59,936 CHF | 68,149 CHF | 99.89% | 99.89% |
19/11/2024 | 12.07% | 0.08 CHF | 0.09 CHF | 1,850,300 | 1,850,300 | 731,510 | 731,510 | 56,686 CHF | 64,015 CHF | 99.95% | 99.95% |
18/11/2024 | 12.18% | 0.08 CHF | 0.09 CHF | 1,957,300 | 1,957,300 | 748,523 | 748,523 | 59,141 CHF | 66,640 CHF | 99.89% | 99.89% |
15/11/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1,792,500 | 1,792,500 | 710,960 | 710,960 | 58,167 CHF | 65,298 CHF | 100.00% | 100.00% |
14/11/2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1,750,400 | 1,750,400 | 706,753 | 706,753 | 63,463 CHF | 70,544 CHF | 99.76% | 99.76% |
13/11/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1,980,600 | 1,980,600 | 803,107 | 803,107 | 61,349 CHF | 69,394 CHF | 100.00% | 100.00% |
12/11/2024 | 11.80% | 0.07 CHF | 0.08 CHF | 1,760,700 | 1,760,700 | 700,870 | 700,870 | 55,779 CHF | 62,800 CHF | 99.95% | 99.95% |
11/11/2024 | 9.60% | 0.09 CHF | 0.10 CHF | 1,461,500 | 1,461,500 | 557,217 | 557,217 | 55,659 CHF | 61,242 CHF | 99.35% | 99.35% |
08/11/2024 | 9.37% | 0.11 CHF | 0.12 CHF | 1,401,900 | 1,401,900 | 555,856 | 555,856 | 58,131 CHF | 63,699 CHF | 99.53% | 99.53% |
07/11/2024 | 10.40% | 0.11 CHF | 0.12 CHF | 1,590,400 | 1,590,400 | 661,421 | 661,421 | 63,569 CHF | 70,198 CHF | 99.86% | 99.86% |