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 | 10.58% | 0.09 CHF | 0.10 CHF | 1,031,700 | 1,031,700 | 1,031,700 | 1,031,700 | 92,371 CHF | 102,688 CHF | 100.00% | 100.00% |
19/11/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1,106,100 | 1,106,100 | 1,084,360 | 1,084,360 | 103,139 CHF | 113,983 CHF | 99.90% | 99.90% |
18/11/2024 | 10.29% | 0.10 CHF | 0.11 CHF | 1,043,600 | 1,043,600 | 1,047,390 | 1,047,390 | 96,583 CHF | 107,057 CHF | 100.00% | 100.00% |
15/11/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 1,054,600 | 1,054,600 | 1,054,600 | 1,054,600 | 100,127 CHF | 110,673 CHF | 100.00% | 100.00% |
14/11/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1,052,900 | 1,052,900 | 1,073,450 | 1,073,450 | 102,140 CHF | 112,875 CHF | 100.00% | 100.00% |
13/11/2024 | 10.11% | 0.10 CHF | 0.11 CHF | 1,036,100 | 1,036,100 | 1,036,100 | 1,036,100 | 97,321 CHF | 107,682 CHF | 100.00% | 100.00% |
12/11/2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1,097,800 | 1,097,800 | 1,097,800 | 1,097,800 | 100,223 CHF | 111,201 CHF | 99.92% | 99.92% |
11/11/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,112,200 | 1,112,200 | 1,112,200 | 1,112,200 | 99,366 CHF | 110,488 CHF | 100.00% | 100.00% |
08/11/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1,253,500 | 1,253,500 | 1,253,500 | 1,253,500 | 111,963 CHF | 124,498 CHF | 98.95% | 98.95% |
07/11/2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1,045,000 | 1,045,000 | 1,045,000 | 1,045,000 | 87,330 CHF | 97,780 CHF | 100.00% | 100.00% |