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 | 16.08% | 0.06 CHF | 0.07 CHF | 1'797'900 | 1'797'900 | 1'769'770 | 1'769'770 | 101'388 CHF | 119'086 CHF | 100.00% | 100.00% |
19.11.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 1'825'600 | 1'825'600 | 1'844'340 | 1'844'340 | 108'376 CHF | 126'819 CHF | 100.00% | 100.00% |
18.11.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 2'022'400 | 2'022'400 | 2'010'660 | 2'010'660 | 108'544 CHF | 128'651 CHF | 100.00% | 100.00% |
15.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 2'009'000 | 2'009'000 | 2'009'000 | 2'009'000 | 100'450 CHF | 120'540 CHF | 100.00% | 100.00% |
14.11.2024 | 17.01% | 0.05 CHF | 0.06 CHF | 1'744'300 | 1'744'300 | 1'765'390 | 1'765'390 | 95'371 CHF | 113'025 CHF | 100.00% | 100.00% |
13.11.2024 | 16.59% | 0.06 CHF | 0.07 CHF | 1'784'000 | 1'784'000 | 1'783'360 | 1'783'360 | 98'625 CHF | 116'459 CHF | 100.00% | 100.00% |
12.11.2024 | 16.75% | 0.06 CHF | 0.07 CHF | 2'149'600 | 2'149'600 | 2'114'670 | 2'114'670 | 115'749 CHF | 136'895 CHF | 100.00% | 100.00% |
11.11.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 2'172'200 | 2'172'200 | 2'164'470 | 2'164'470 | 97'179 CHF | 118'824 CHF | 100.00% | 100.00% |
08.11.2024 | 20.39% | 0.05 CHF | 0.06 CHF | 2'733'200 | 2'733'200 | 2'716'900 | 2'716'900 | 119'931 CHF | 147'100 CHF | 99.21% | 99.21% |
07.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'748'100 | 2'748'100 | 2'717'560 | 2'717'560 | 95'115 CHF | 122'290 CHF | 100.00% | 100.00% |