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 | 25.00% | 0.04 CHF | 0.05 CHF | 2'741'100 | 2'741'100 | 2'729'830 | 2'729'830 | 95'544 CHF | 122'842 CHF | 100.00% | 100.00% |
19.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'727'700 | 2'727'700 | 2'716'460 | 2'716'460 | 95'076 CHF | 122'240 CHF | 100.00% | 100.00% |
18.11.2024 | 23.31% | 0.04 CHF | 0.05 CHF | 2'590'300 | 2'590'300 | 2'579'620 | 2'579'620 | 98'114 CHF | 123'911 CHF | 100.00% | 100.00% |
15.11.2024 | 24.06% | 0.04 CHF | 0.05 CHF | 2'726'800 | 2'726'800 | 2'715'560 | 2'715'560 | 99'648 CHF | 126'804 CHF | 100.00% | 100.00% |
14.11.2024 | 24.88% | 0.04 CHF | 0.05 CHF | 2'716'000 | 2'716'000 | 2'704'830 | 2'704'830 | 95'238 CHF | 122'286 CHF | 100.00% | 100.00% |
13.11.2024 | 23.77% | 0.04 CHF | 0.05 CHF | 2'628'100 | 2'628'100 | 2'617'270 | 2'617'270 | 97'416 CHF | 123'589 CHF | 100.00% | 100.00% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'546'400 | 2'546'400 | 2'535'960 | 2'535'960 | 101'438 CHF | 126'798 CHF | 100.00% | 100.00% |
11.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'464'000 | 2'464'000 | 2'453'840 | 2'453'840 | 98'154 CHF | 122'692 CHF | 100.00% | 100.00% |
08.11.2024 | 20.83% | 0.05 CHF | 0.06 CHF | 2'476'300 | 2'476'300 | 2'404'000 | 2'404'000 | 103'602 CHF | 127'642 CHF | 100.00% | 100.00% |
07.11.2024 | 20.02% | 0.04 CHF | 0.05 CHF | 2'271'000 | 2'271'000 | 2'091'160 | 2'091'160 | 94'005 CHF | 114'916 CHF | 100.00% | 100.00% |