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 | 27.72% | 0.04 CHF | 0.05 CHF | 1,907,300 | 1,907,300 | 1,906,980 | 1,906,980 | 59,483 CHF | 78,552 CHF | 100.00% | 100.00% |
19/11/2024 | 25.82% | 0.04 CHF | 0.05 CHF | 2,246,700 | 2,246,700 | 2,247,150 | 2,247,150 | 76,070 CHF | 98,541 CHF | 100.00% | 100.00% |
18/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,014,800 | 2,014,800 | 2,038,420 | 2,038,420 | 61,152 CHF | 81,537 CHF | 100.00% | 100.00% |
15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,164,700 | 2,164,700 | 2,122,140 | 2,122,140 | 63,664 CHF | 84,886 CHF | 100.00% | 100.00% |
14/11/2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1,664,700 | 1,664,700 | 1,698,680 | 1,698,680 | 55,531 CHF | 72,518 CHF | 100.00% | 100.00% |
13/11/2024 | 23.14% | 0.04 CHF | 0.05 CHF | 1,510,300 | 1,510,300 | 1,537,340 | 1,537,340 | 58,995 CHF | 74,369 CHF | 100.00% | 100.00% |
12/11/2024 | 24.30% | 0.04 CHF | 0.05 CHF | 2,012,400 | 2,012,400 | 1,973,270 | 1,973,270 | 71,569 CHF | 91,301 CHF | 99.85% | 99.85% |
11/11/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1,768,700 | 1,768,700 | 1,770,120 | 1,770,120 | 53,160 CHF | 70,862 CHF | 99.69% | 99.69% |
08/11/2024 | 28.70% | 0.04 CHF | 0.05 CHF | 2,967,000 | 2,967,000 | 2,830,380 | 2,830,380 | 88,963 CHF | 118,011 CHF | 98.79% | 98.79% |
07/11/2024 | 37.75% | 0.03 CHF | 0.04 CHF | 2,250,700 | 2,250,700 | 2,258,410 | 2,258,410 | 49,163 CHF | 71,748 CHF | 100.00% | 100.00% |