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 | 40.00% | 0.02 CHF | 0.03 CHF | 2'393'600 | 2'393'600 | 2'374'660 | 2'374'660 | 47'493 CHF | 71'240 CHF | 100.00% | 100.00% |
19.11.2024 | 39.13% | 0.02 CHF | 0.03 CHF | 2'245'500 | 2'245'500 | 2'230'410 | 2'230'410 | 46'056 CHF | 68'360 CHF | 100.00% | 100.00% |
18.11.2024 | 35.57% | 0.02 CHF | 0.03 CHF | 2'208'200 | 2'208'200 | 2'197'970 | 2'197'970 | 51'246 CHF | 73'226 CHF | 100.00% | 100.00% |
15.11.2024 | 34.34% | 0.03 CHF | 0.04 CHF | 2'244'800 | 2'244'800 | 2'221'270 | 2'221'270 | 53'844 CHF | 76'057 CHF | 100.00% | 100.00% |
14.11.2024 | 34.93% | 0.02 CHF | 0.03 CHF | 2'197'400 | 2'197'400 | 2'188'340 | 2'188'340 | 52'077 CHF | 73'960 CHF | 100.00% | 100.00% |
13.11.2024 | 33.43% | 0.03 CHF | 0.04 CHF | 2'578'100 | 2'578'100 | 2'532'820 | 2'532'820 | 63'128 CHF | 88'456 CHF | 100.00% | 100.00% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'557'000 | 2'557'000 | 2'513'490 | 2'513'490 | 50'270 CHF | 75'405 CHF | 99.85% | 99.85% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'630'300 | 2'630'300 | 2'629'960 | 2'629'960 | 52'599 CHF | 78'899 CHF | 99.69% | 99.69% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'719'100 | 2'719'100 | 2'680'070 | 2'680'070 | 53'601 CHF | 80'402 CHF | 100.00% | 100.00% |
07.11.2024 | 40.04% | 0.02 CHF | 0.03 CHF | 2'960'500 | 2'960'500 | 2'955'540 | 2'955'540 | 59'049 CHF | 88'604 CHF | 99.39% | 99.39% |