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 | 25.67% | 0.04 CHF | 0.05 CHF | 2'351'400 | 2'351'400 | 1'049'210 | 1'049'210 | 35'719 CHF | 46'231 CHF | 99.90% | 99.90% |
19.11.2024 | 25.09% | 0.04 CHF | 0.05 CHF | 2'153'900 | 2'153'900 | 889'798 | 889'798 | 31'426 CHF | 40'344 CHF | 100.00% | 100.00% |
18.11.2024 | 25.37% | 0.04 CHF | 0.05 CHF | 2'269'600 | 2'269'600 | 1'033'660 | 1'033'660 | 36'178 CHF | 46'534 CHF | 99.90% | 99.90% |
15.11.2024 | 25.30% | 0.04 CHF | 0.05 CHF | 2'242'800 | 2'242'800 | 916'175 | 916'175 | 32'340 CHF | 41'521 CHF | 100.00% | 100.00% |
14.11.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 2'189'900 | 2'189'900 | 976'961 | 976'961 | 34'194 CHF | 43'982 CHF | 100.00% | 100.00% |
13.11.2024 | 27.13% | 0.04 CHF | 0.05 CHF | 2'327'000 | 2'327'000 | 1'045'590 | 1'045'590 | 34'881 CHF | 45'358 CHF | 98.76% | 99.94% |
12.11.2024 | 25.36% | 0.04 CHF | 0.05 CHF | 2'183'300 | 2'183'300 | 958'632 | 958'632 | 33'571 CHF | 43'175 CHF | 100.00% | 100.00% |
11.11.2024 | 58.09% | 0.04 CHF | 0.05 CHF | 2'367'000 | 2'367'000 | 593'596 | 593'596 | 21'819 CHF | 37'670 CHF | 99.54% | 99.54% |
08.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 2'615'700 | 2'615'700 | 1'187'000 | 1'187'000 | 35'627 CHF | 47'520 CHF | 98.76% | 98.76% |
07.11.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 2'674'100 | 2'674'100 | 1'182'140 | 1'182'140 | 35'464 CHF | 47'308 CHF | 100.00% | 100.00% |