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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,073,800 | 1,073,800 | 1,069,640 | 1,069,640 | 32,095 CHF | 42,791 CHF | 99.43% | 99.43% |
19/11/2024 | 25.33% | 0.04 CHF | 0.05 CHF | 1,146,900 | 1,146,900 | 1,146,880 | 1,146,880 | 39,616 CHF | 51,084 CHF | 100.00% | 100.00% |
18/11/2024 | 25.21% | 0.04 CHF | 0.05 CHF | 1,067,700 | 1,067,700 | 1,069,880 | 1,069,880 | 37,130 CHF | 47,829 CHF | 99.88% | 99.88% |
15/11/2024 | 23.51% | 0.04 CHF | 0.05 CHF | 1,105,200 | 1,105,200 | 1,114,740 | 1,114,740 | 42,013 CHF | 53,161 CHF | 100.00% | 100.00% |
14/11/2024 | 24.21% | 0.04 CHF | 0.05 CHF | 1,146,900 | 1,146,900 | 1,163,770 | 1,163,770 | 42,398 CHF | 54,036 CHF | 98.57% | 98.57% |
13/11/2024 | 25.35% | 0.04 CHF | 0.05 CHF | 992,600 | 992,600 | 993,301 | 993,301 | 34,274 CHF | 44,207 CHF | 100.00% | 100.00% |
12/11/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,188,000 | 1,188,000 | 1,178,800 | 1,178,800 | 41,289 CHF | 53,077 CHF | 99.88% | 99.88% |
11/11/2024 | 28.06% | 0.03 CHF | 0.04 CHF | 1,163,000 | 1,163,000 | 1,161,650 | 1,161,650 | 35,688 CHF | 47,304 CHF | 100.00% | 100.00% |
08/11/2024 | 26.41% | 0.03 CHF | 0.04 CHF | 1,203,500 | 1,203,500 | 1,203,340 | 1,203,340 | 39,742 CHF | 51,776 CHF | 98.30% | 98.30% |
07/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,206,700 | 1,206,700 | 1,203,970 | 1,203,970 | 36,119 CHF | 48,159 CHF | 100.00% | 100.00% |