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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,190,600 | 1,190,600 | 1,176,530 | 1,176,530 | 11,765 CHF | 23,531 CHF | 100.00% | 100.00% |
19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,038,400 | 1,038,400 | 1,056,690 | 1,056,690 | 10,567 CHF | 21,134 CHF | 100.00% | 100.00% |
18/11/2024 | 64.10% | 0.01 CHF | 0.02 CHF | 1,025,300 | 1,025,300 | 1,023,070 | 1,023,070 | 11,009 CHF | 21,239 CHF | 100.00% | 100.00% |
15/11/2024 | 52.42% | 0.01 CHF | 0.02 CHF | 1,066,800 | 1,066,800 | 1,049,110 | 1,049,110 | 14,964 CHF | 25,455 CHF | 100.00% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,122,800 | 1,122,800 | 1,126,380 | 1,126,380 | 11,264 CHF | 22,528 CHF | 100.00% | 100.00% |
13/11/2024 | 66.33% | 0.01 CHF | 0.02 CHF | 963,200 | 963,200 | 963,200 | 963,200 | 9,731 CHF | 19,363 CHF | 100.00% | 100.00% |
12/11/2024 | 53.27% | 0.01 CHF | 0.02 CHF | 734,000 | 734,000 | 722,234 | 722,234 | 10,113 CHF | 17,335 CHF | 99.85% | 99.85% |
11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 733,700 | 733,700 | 733,388 | 733,388 | 14,668 CHF | 22,002 CHF | 99.64% | 99.64% |
08/11/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 584,400 | 584,400 | 584,282 | 584,282 | 11,681 CHF | 17,524 CHF | 98.70% | 98.70% |
07/11/2024 | 34.96% | 0.03 CHF | 0.04 CHF | 597,700 | 597,700 | 595,292 | 595,292 | 14,154 CHF | 20,107 CHF | 99.44% | 99.44% |