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 | 40.55% | 0.02 CHF | 0.03 CHF | 1,288,300 | 1,288,300 | 706,369 | 706,369 | 14,127 CHF | 21,212 CHF | 99.90% | 99.90% |
19/11/2024 | 42.17% | 0.02 CHF | 0.03 CHF | 1,551,700 | 1,551,700 | 853,537 | 853,537 | 16,565 CHF | 25,126 CHF | 98.91% | 98.91% |
18/11/2024 | 50.67% | 0.02 CHF | 0.03 CHF | 1,894,400 | 1,894,400 | 1,038,130 | 1,038,130 | 15,572 CHF | 25,992 CHF | 99.59% | 99.59% |
15/11/2024 | 50.73% | 0.02 CHF | 0.03 CHF | 1,733,200 | 1,733,200 | 948,824 | 948,824 | 14,232 CHF | 23,764 CHF | 99.89% | 99.89% |
14/11/2024 | 61.70% | 0.02 CHF | 0.03 CHF | 1,774,600 | 1,774,600 | 990,472 | 990,472 | 12,281 CHF | 22,206 CHF | 98.85% | 98.85% |
13/11/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 1,602,600 | 1,602,600 | 879,979 | 879,979 | 13,200 CHF | 22,016 CHF | 100.00% | 100.00% |
12/11/2024 | 50.67% | 0.02 CHF | 0.03 CHF | 1,350,400 | 1,350,400 | 691,520 | 691,520 | 10,373 CHF | 17,318 CHF | 100.00% | 100.00% |
11/11/2024 | 33.26% | 0.02 CHF | 0.03 CHF | 802,600 | 802,600 | 437,366 | 437,366 | 10,919 CHF | 15,337 CHF | 99.93% | 99.93% |
08/11/2024 | 45.96% | 0.03 CHF | 0.04 CHF | 777,300 | 777,300 | 293,319 | 293,319 | 8,800 CHF | 12,018 CHF | 100.00% | 100.00% |
07/11/2024 | 27.81% | 0.04 CHF | 0.05 CHF | 730,400 | 730,400 | 348,208 | 348,208 | 10,952 CHF | 14,443 CHF | 98.68% | 98.68% |