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 | 20.22% | 0.04 CHF | 0.05 CHF | 780,100 | 780,100 | 770,445 | 770,445 | 34,329 CHF | 42,033 CHF | 100.00% | 100.00% |
19/11/2024 | 19.10% | 0.05 CHF | 0.06 CHF | 712,400 | 712,400 | 706,671 | 706,671 | 33,540 CHF | 40,607 CHF | 100.00% | 100.00% |
18/11/2024 | 17.99% | 0.06 CHF | 0.07 CHF | 647,000 | 647,000 | 648,754 | 648,754 | 32,857 CHF | 39,345 CHF | 100.00% | 100.00% |
15/11/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 709,900 | 709,900 | 707,288 | 707,288 | 41,326 CHF | 48,399 CHF | 100.00% | 100.00% |
14/11/2024 | 18.85% | 0.05 CHF | 0.06 CHF | 807,700 | 807,700 | 816,122 | 816,122 | 39,346 CHF | 47,507 CHF | 99.35% | 99.35% |
13/11/2024 | 15.21% | 0.04 CHF | 0.05 CHF | 454,700 | 454,700 | 431,205 | 431,205 | 27,923 CHF | 32,235 CHF | 99.46% | 99.46% |
12/11/2024 | 9.69% | 0.09 CHF | 0.10 CHF | 399,100 | 399,100 | 393,200 | 393,200 | 38,641 CHF | 42,573 CHF | 100.00% | 100.00% |
11/11/2024 | 9.36% | 0.11 CHF | 0.12 CHF | 384,800 | 384,800 | 385,276 | 385,276 | 39,274 CHF | 43,127 CHF | 99.93% | 99.93% |
08/11/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 336,600 | 336,600 | 333,736 | 333,736 | 33,843 CHF | 37,180 CHF | 100.00% | 100.00% |
07/11/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 372,500 | 372,500 | 370,220 | 370,220 | 47,866 CHF | 51,568 CHF | 99.43% | 99.43% |