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 | 39.92% | 0.03 CHF | 0.04 CHF | 1,260,500 | 1,260,500 | 1,226,240 | 1,226,240 | 24,599 CHF | 36,861 CHF | 100.00% | 100.00% |
19/11/2024 | 34.89% | 0.02 CHF | 0.03 CHF | 1,288,700 | 1,288,700 | 1,314,120 | 1,314,120 | 31,340 CHF | 44,481 CHF | 100.00% | 100.00% |
18/11/2024 | 40.67% | 0.02 CHF | 0.03 CHF | 1,508,500 | 1,508,500 | 1,497,390 | 1,497,390 | 29,458 CHF | 44,432 CHF | 100.00% | 100.00% |
15/11/2024 | 45.21% | 0.02 CHF | 0.03 CHF | 1,107,700 | 1,107,700 | 1,110,050 | 1,110,050 | 19,314 CHF | 30,415 CHF | 100.00% | 100.00% |
14/11/2024 | 33.90% | 0.02 CHF | 0.03 CHF | 1,003,800 | 1,003,800 | 1,013,550 | 1,013,550 | 24,913 CHF | 35,049 CHF | 100.00% | 100.00% |
13/11/2024 | 36.71% | 0.03 CHF | 0.04 CHF | 1,230,400 | 1,230,400 | 1,198,720 | 1,198,720 | 26,967 CHF | 38,955 CHF | 100.00% | 100.00% |
12/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,336,300 | 1,336,300 | 1,330,790 | 1,330,790 | 26,616 CHF | 39,924 CHF | 99.86% | 99.86% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,189,500 | 1,189,500 | 1,219,320 | 1,219,320 | 24,387 CHF | 36,580 CHF | 99.68% | 99.68% |
08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,111,000 | 1,111,000 | 1,101,420 | 1,101,420 | 22,028 CHF | 33,043 CHF | 99.20% | 99.20% |
07/11/2024 | 39.27% | 0.02 CHF | 0.03 CHF | 1,163,000 | 1,163,000 | 1,158,200 | 1,158,200 | 23,799 CHF | 35,382 CHF | 100.00% | 100.00% |