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 | 42.17% | 0.02 CHF | 0.03 CHF | 2'447'200 | 2'447'200 | 2'380'680 | 2'380'680 | 44'964 CHF | 68'771 CHF | 100.00% | 100.00% |
19.11.2024 | 48.89% | 0.02 CHF | 0.03 CHF | 2'335'500 | 2'335'500 | 2'381'590 | 2'381'590 | 37'024 CHF | 60'840 CHF | 100.00% | 100.00% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'201'900 | 2'201'900 | 2'185'670 | 2'185'670 | 43'713 CHF | 65'570 CHF | 100.00% | 100.00% |
15.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'310'300 | 2'310'300 | 2'315'180 | 2'315'180 | 46'304 CHF | 69'455 CHF | 100.00% | 100.00% |
14.11.2024 | 48.48% | 0.02 CHF | 0.03 CHF | 2'475'600 | 2'475'600 | 2'499'660 | 2'499'660 | 39'382 CHF | 64'379 CHF | 100.00% | 100.00% |
13.11.2024 | 42.92% | 0.02 CHF | 0.03 CHF | 2'386'100 | 2'386'100 | 2'324'780 | 2'324'780 | 43'026 CHF | 66'274 CHF | 100.00% | 100.00% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'226'500 | 2'226'500 | 2'217'310 | 2'217'310 | 44'346 CHF | 66'519 CHF | 99.86% | 99.86% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'219'900 | 2'219'900 | 2'275'490 | 2'275'490 | 45'510 CHF | 68'265 CHF | 99.68% | 99.68% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'358'200 | 2'358'200 | 2'337'890 | 2'337'890 | 46'758 CHF | 70'137 CHF | 99.20% | 99.20% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 2'321'200 | 2'321'200 | 2'311'630 | 2'311'630 | 46'233 CHF | 69'349 CHF | 100.00% | 100.00% |