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 | 33.84% | 0.03 CHF | 0.04 CHF | 1,531,200 | 1,531,200 | 675,666 | 675,666 | 17,041 CHF | 23,832 CHF | 99.32% | 99.32% |
19/11/2024 | 33.64% | 0.03 CHF | 0.04 CHF | 1,404,500 | 1,404,500 | 622,387 | 622,387 | 15,888 CHF | 22,176 CHF | 99.98% | 99.98% |
18/11/2024 | 24.32% | 0.03 CHF | 0.04 CHF | 928,900 | 928,900 | 393,770 | 393,770 | 13,879 CHF | 17,824 CHF | 99.78% | 99.78% |
15/11/2024 | 22.32% | 0.04 CHF | 0.05 CHF | 917,600 | 917,600 | 414,326 | 414,326 | 17,082 CHF | 21,233 CHF | 99.90% | 99.90% |
14/11/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1,050,100 | 1,050,100 | 464,172 | 464,172 | 17,382 CHF | 22,035 CHF | 98.53% | 98.53% |
13/11/2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1,081,300 | 1,081,300 | 491,510 | 491,510 | 16,043 CHF | 20,980 CHF | 100.00% | 100.00% |
12/11/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 883,300 | 883,300 | 396,330 | 396,330 | 15,823 CHF | 19,819 CHF | 99.06% | 99.06% |
11/11/2024 | 14.22% | 0.05 CHF | 0.06 CHF | 439,600 | 439,600 | 203,217 | 203,217 | 12,765 CHF | 14,806 CHF | 99.90% | 99.90% |
08/11/2024 | 11.95% | 0.09 CHF | 0.10 CHF | 526,600 | 526,600 | 173,574 | 173,574 | 15,467 CHF | 17,225 CHF | 98.62% | 98.62% |
07/11/2024 | - | 0.07 CHF | - CHF | 559,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |