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 | 66.67% | 0.01 CHF | 0.02 CHF | 2'984'700 | 2'984'700 | 2'949'430 | 2'949'430 | 29'494 CHF | 58'989 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'781'500 | 2'781'500 | 2'830'510 | 2'830'510 | 28'305 CHF | 56'610 CHF | 100.00% | 100.00% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'766'300 | 2'766'300 | 2'760'270 | 2'760'270 | 27'603 CHF | 55'205 CHF | 100.00% | 100.00% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'814'300 | 2'814'300 | 2'767'660 | 2'767'660 | 27'677 CHF | 55'353 CHF | 100.00% | 100.00% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'877'500 | 2'877'500 | 2'886'700 | 2'886'700 | 28'867 CHF | 57'734 CHF | 100.00% | 100.00% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'702'100 | 2'702'100 | 2'702'100 | 2'702'100 | 27'021 CHF | 54'042 CHF | 100.00% | 100.00% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'426'600 | 2'426'600 | 2'387'740 | 2'387'740 | 23'877 CHF | 47'755 CHF | 99.86% | 99.86% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'360'000 | 2'360'000 | 2'359'000 | 2'359'000 | 23'590 CHF | 47'180 CHF | 99.66% | 99.66% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2'154'100 | 2'154'100 | 2'153'660 | 2'153'660 | 21'537 CHF | 43'073 CHF | 98.73% | 98.73% |
07.11.2024 | 60.94% | 0.01 CHF | 0.02 CHF | 2'144'300 | 2'144'300 | 2'135'670 | 2'135'670 | 24'995 CHF | 46'352 CHF | 99.44% | 99.44% |