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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'963'800 | 1'963'800 | 1'963'800 | 1'963'800 | 78'552 CHF | 98'190 CHF | 100.00% | 100.00% |
19.11.2024 | 24.85% | 0.04 CHF | 0.05 CHF | 1'908'200 | 1'908'200 | 1'975'730 | 1'975'730 | 69'656 CHF | 89'413 CHF | 100.00% | 100.00% |
18.11.2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1'927'000 | 1'927'000 | 1'927'000 | 1'927'000 | 76'539 CHF | 95'809 CHF | 100.00% | 100.00% |
15.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'889'500 | 1'889'500 | 1'889'500 | 1'889'500 | 75'576 CHF | 94'471 CHF | 100.00% | 100.00% |
14.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'907'600 | 1'907'600 | 1'907'600 | 1'907'600 | 76'304 CHF | 95'380 CHF | 100.00% | 100.00% |
13.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'838'400 | 1'838'400 | 1'838'400 | 1'838'400 | 73'536 CHF | 91'920 CHF | 100.00% | 100.00% |
12.11.2024 | 19.86% | 0.04 CHF | 0.05 CHF | 1'626'800 | 1'626'800 | 1'566'440 | 1'566'440 | 71'170 CHF | 86'834 CHF | 99.85% | 99.85% |
11.11.2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1'656'500 | 1'656'500 | 1'656'500 | 1'656'500 | 81'682 CHF | 98'247 CHF | 99.64% | 99.64% |
08.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'654'600 | 1'654'600 | 1'601'990 | 1'601'990 | 72'089 CHF | 88'109 CHF | 99.45% | 99.45% |
07.11.2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1'649'200 | 1'649'200 | 1'649'670 | 1'649'670 | 76'902 CHF | 93'399 CHF | 100.00% | 100.00% |