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 | 29.00% | 0.03 CHF | 0.04 CHF | 1'628'900 | 1'628'900 | 893'040 | 893'040 | 26'871 CHF | 35'828 CHF | 99.90% | 99.90% |
19.11.2024 | 29.04% | 0.03 CHF | 0.04 CHF | 1'771'600 | 1'771'600 | 974'519 | 974'519 | 29'236 CHF | 39'010 CHF | 98.91% | 98.91% |
18.11.2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1'939'200 | 1'939'200 | 1'062'590 | 1'062'590 | 27'465 CHF | 38'131 CHF | 99.58% | 99.58% |
15.11.2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1'868'400 | 1'868'400 | 1'022'800 | 1'022'800 | 25'570 CHF | 35'844 CHF | 99.89% | 99.89% |
14.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 1'887'500 | 1'887'500 | 1'053'410 | 1'053'410 | 26'335 CHF | 36'890 CHF | 98.85% | 98.85% |
13.11.2024 | 30.11% | 0.03 CHF | 0.04 CHF | 1'809'100 | 1'809'100 | 993'395 | 993'395 | 27'919 CHF | 37'871 CHF | 100.00% | 100.00% |
12.11.2024 | 31.96% | 0.03 CHF | 0.04 CHF | 1'687'000 | 1'687'000 | 863'783 | 863'783 | 23'471 CHF | 32'147 CHF | 100.00% | 100.00% |
11.11.2024 | 26.93% | 0.03 CHF | 0.04 CHF | 1'393'700 | 1'393'700 | 759'371 | 759'371 | 24'690 CHF | 32'360 CHF | 99.93% | 99.93% |
08.11.2024 | 40.98% | 0.04 CHF | 0.05 CHF | 1'374'800 | 1'374'800 | 518'750 | 518'750 | 18'157 CHF | 23'848 CHF | 100.00% | 100.00% |
07.11.2024 | 24.29% | 0.04 CHF | 0.05 CHF | 1'278'800 | 1'278'800 | 609'598 | 609'598 | 22'545 CHF | 28'656 CHF | 98.68% | 98.68% |