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 | 15.64% | 0.06 CHF | 0.07 CHF | 2,111,600 | 2,111,600 | 941,254 | 941,254 | 56,536 CHF | 65,967 CHF | 99.90% | 99.90% |
19/11/2024 | 13.05% | 0.07 CHF | 0.08 CHF | 1,733,400 | 1,733,400 | 733,629 | 733,629 | 51,870 CHF | 59,226 CHF | 99.86% | 99.86% |
18/11/2024 | 14.47% | 0.07 CHF | 0.08 CHF | 2,081,300 | 2,081,300 | 926,304 | 926,304 | 60,922 CHF | 70,197 CHF | 98.23% | 98.23% |
15/11/2024 | 12.88% | 0.06 CHF | 0.07 CHF | 1,585,600 | 1,585,600 | 663,455 | 663,455 | 46,469 CHF | 53,114 CHF | 99.71% | 99.71% |
14/11/2024 | 9.12% | 0.11 CHF | 0.12 CHF | 1,127,800 | 1,127,800 | 519,753 | 519,753 | 53,573 CHF | 58,780 CHF | 100.00% | 100.00% |
13/11/2024 | 8.26% | 0.11 CHF | 0.12 CHF | 1,020,500 | 1,020,500 | 456,593 | 456,593 | 52,752 CHF | 57,326 CHF | 100.00% | 100.00% |
12/11/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 1,070,800 | 1,070,800 | 478,192 | 478,192 | 55,563 CHF | 60,354 CHF | 99.89% | 99.89% |
11/11/2024 | 5.90% | 0.13 CHF | 0.14 CHF | 762,500 | 762,500 | 324,663 | 324,663 | 51,935 CHF | 55,188 CHF | 99.90% | 99.90% |
08/11/2024 | 4.14% | 0.19 CHF | 0.20 CHF | 548,000 | 548,000 | 233,420 | 233,420 | 54,589 CHF | 56,927 CHF | 98.91% | 98.91% |
07/11/2024 | 2.95% | 0.28 CHF | 0.29 CHF | 456,200 | 456,200 | 217,533 | 217,533 | 69,514 CHF | 71,693 CHF | 55.44% | 97.44% |