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 | 17.64% | 0.05 CHF | 0.06 CHF | 2'302'000 | 2'302'000 | 2'292'510 | 2'292'510 | 118'699 CHF | 141'624 CHF | 100.00% | 100.00% |
19.11.2024 | 17.97% | 0.05 CHF | 0.06 CHF | 2'217'600 | 2'217'600 | 2'208'460 | 2'208'460 | 111'949 CHF | 134'033 CHF | 100.00% | 100.00% |
18.11.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 2'285'100 | 2'285'100 | 2'275'160 | 2'275'160 | 125'291 CHF | 148'043 CHF | 100.00% | 100.00% |
15.11.2024 | 16.68% | 0.06 CHF | 0.07 CHF | 2'346'400 | 2'346'400 | 2'336'720 | 2'336'720 | 128'437 CHF | 151'804 CHF | 100.00% | 100.00% |
14.11.2024 | 17.99% | 0.06 CHF | 0.07 CHF | 2'483'900 | 2'483'900 | 2'473'610 | 2'473'610 | 125'269 CHF | 150'005 CHF | 99.35% | 99.35% |
13.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 2'393'200 | 2'393'200 | 2'391'670 | 2'391'670 | 116'717 CHF | 140'634 CHF | 100.00% | 100.00% |
12.11.2024 | 16.94% | 0.05 CHF | 0.06 CHF | 2'283'500 | 2'283'500 | 2'274'120 | 2'274'120 | 123'032 CHF | 145'774 CHF | 100.00% | 100.00% |
11.11.2024 | 17.01% | 0.06 CHF | 0.07 CHF | 2'344'700 | 2'344'700 | 2'335'030 | 2'335'030 | 125'792 CHF | 149'142 CHF | 99.93% | 99.93% |
08.11.2024 | 17.33% | 0.05 CHF | 0.06 CHF | 2'154'500 | 2'154'500 | 2'145'610 | 2'145'610 | 113'309 CHF | 134'765 CHF | 100.00% | 100.00% |
07.11.2024 | 15.89% | 0.06 CHF | 0.07 CHF | 2'283'900 | 2'283'900 | 2'298'350 | 2'298'350 | 133'320 CHF | 156'304 CHF | 100.00% | 100.00% |