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 | 17.77% | 0.05 CHF | 0.06 CHF | 487'400 | 487'400 | 488'009 | 488'009 | 25'067 CHF | 29'947 CHF | 100.00% | 100.00% |
19.11.2024 | 18.82% | 0.05 CHF | 0.06 CHF | 496'200 | 496'200 | 509'139 | 509'139 | 24'559 CHF | 29'650 CHF | 99.84% | 99.84% |
18.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 499'200 | 499'200 | 507'405 | 507'405 | 25'370 CHF | 30'444 CHF | 100.00% | 100.00% |
15.11.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 511'500 | 511'500 | 520'580 | 520'580 | 25'786 CHF | 30'992 CHF | 100.00% | 100.00% |
14.11.2024 | 19.87% | 0.05 CHF | 0.06 CHF | 564'000 | 564'000 | 564'971 | 564'971 | 25'626 CHF | 31'275 CHF | 100.00% | 100.00% |
13.11.2024 | 20.72% | 0.05 CHF | 0.06 CHF | 557'200 | 557'200 | 566'011 | 566'011 | 24'531 CHF | 30'191 CHF | 100.00% | 100.00% |
12.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 522'100 | 522'100 | 522'173 | 522'173 | 23'496 CHF | 28'718 CHF | 99.86% | 99.86% |
11.11.2024 | 17.94% | 0.05 CHF | 0.06 CHF | 527'100 | 527'100 | 513'207 | 513'207 | 26'074 CHF | 31'206 CHF | 100.00% | 100.00% |
08.11.2024 | 21.39% | 0.05 CHF | 0.06 CHF | 494'500 | 494'500 | 506'271 | 506'271 | 21'188 CHF | 26'251 CHF | 98.89% | 98.89% |
07.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'100 | 500'100 | 515'505 | 515'505 | 25'780 CHF | 30'935 CHF | 100.00% | 100.00% |