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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'004'500 | 2'004'500 | 2'004'500 | 2'004'500 | 90'203 CHF | 110'248 CHF | 100.00% | 100.00% |
02.12.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'040'900 | 2'040'900 | 2'041'020 | 2'041'020 | 91'846 CHF | 112'256 CHF | 100.00% | 100.00% |
29.11.2024 | 20.33% | 0.05 CHF | 0.06 CHF | 2'129'800 | 2'129'800 | 2'178'520 | 2'178'520 | 96'414 CHF | 118'200 CHF | 99.58% | 99.58% |
28.11.2024 | 21.26% | 0.05 CHF | 0.06 CHF | 2'287'600 | 2'287'600 | 2'285'630 | 2'285'630 | 96'382 CHF | 119'239 CHF | 99.42% | 99.42% |
27.11.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 2'356'600 | 2'356'600 | 2'356'600 | 2'356'600 | 94'414 CHF | 117'980 CHF | 100.00% | 100.00% |
26.11.2024 | 22.16% | 0.04 CHF | 0.05 CHF | 2'218'100 | 2'218'100 | 2'218'100 | 2'218'100 | 89'139 CHF | 111'320 CHF | 100.00% | 100.00% |
25.11.2024 | 20.81% | 0.05 CHF | 0.06 CHF | 2'167'000 | 2'167'000 | 2'166'480 | 2'166'480 | 93'546 CHF | 115'211 CHF | 100.00% | 100.00% |
22.11.2024 | 20.04% | 0.05 CHF | 0.06 CHF | 2'278'700 | 2'278'700 | 2'318'150 | 2'318'150 | 104'115 CHF | 127'296 CHF | 100.00% | 100.00% |
20.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'390'000 | 2'390'000 | 2'390'000 | 2'390'000 | 95'609 CHF | 119'509 CHF | 100.00% | 100.00% |
19.11.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 2'188'900 | 2'188'900 | 2'188'900 | 2'188'900 | 87'414 CHF | 109'303 CHF | 99.90% | 99.90% |