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 | 16.47% | 0.06 CHF | 0.07 CHF | 1'384'200 | 1'384'200 | 1'381'900 | 1'381'900 | 77'058 CHF | 90'877 CHF | 100.00% | 100.00% |
19.11.2024 | 16.73% | 0.06 CHF | 0.07 CHF | 1'524'900 | 1'524'900 | 1'524'820 | 1'524'820 | 83'539 CHF | 98'788 CHF | 100.00% | 100.00% |
18.11.2024 | 18.56% | 0.05 CHF | 0.06 CHF | 1'505'400 | 1'505'400 | 1'494'010 | 1'494'010 | 73'145 CHF | 88'085 CHF | 100.00% | 100.00% |
15.11.2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1'333'400 | 1'333'400 | 1'340'940 | 1'340'940 | 67'841 CHF | 81'250 CHF | 100.00% | 100.00% |
14.11.2024 | 16.44% | 0.06 CHF | 0.07 CHF | 1'189'700 | 1'189'700 | 1'205'110 | 1'205'110 | 67'414 CHF | 79'465 CHF | 100.00% | 100.00% |
13.11.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'189'900 | 1'189'900 | 1'197'880 | 1'197'880 | 71'999 CHF | 83'978 CHF | 100.00% | 100.00% |
12.11.2024 | 15.24% | 0.07 CHF | 0.08 CHF | 1'397'900 | 1'397'900 | 1'387'820 | 1'387'820 | 84'189 CHF | 98'067 CHF | 99.86% | 99.86% |
11.11.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1'286'800 | 1'286'800 | 1'286'880 | 1'286'880 | 70'764 CHF | 83'633 CHF | 99.69% | 99.69% |
08.11.2024 | 22.26% | 0.06 CHF | 0.07 CHF | 1'847'300 | 1'847'300 | 1'478'440 | 1'478'440 | 80'768 CHF | 98'915 CHF | 100.00% | 100.00% |
07.11.2024 | 20.97% | 0.04 CHF | 0.05 CHF | 1'610'700 | 1'610'700 | 1'621'940 | 1'621'940 | 69'483 CHF | 85'702 CHF | 100.00% | 100.00% |