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 | 20.00% | 0.05 CHF | 0.06 CHF | 2'832'800 | 2'832'800 | 2'821'120 | 2'821'120 | 126'950 CHF | 155'161 CHF | 100.00% | 100.00% |
19.11.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 134'090 CHF | 163'966 CHF | 100.00% | 100.00% |
18.11.2024 | 21.82% | 0.04 CHF | 0.05 CHF | 2'851'200 | 2'851'200 | 2'838'790 | 2'838'790 | 116'095 CHF | 144'483 CHF | 100.00% | 100.00% |
15.11.2024 | 20.08% | 0.05 CHF | 0.06 CHF | 2'723'000 | 2'723'000 | 2'711'770 | 2'711'770 | 121'539 CHF | 148'656 CHF | 100.00% | 100.00% |
14.11.2024 | 19.55% | 0.05 CHF | 0.06 CHF | 2'456'700 | 2'456'700 | 2'446'520 | 2'446'520 | 113'127 CHF | 137'592 CHF | 99.35% | 99.35% |
13.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 2'605'600 | 2'605'600 | 2'603'950 | 2'603'950 | 130'198 CHF | 156'237 CHF | 100.00% | 100.00% |
12.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'804'200 | 2'804'200 | 2'792'680 | 2'792'680 | 125'670 CHF | 153'597 CHF | 100.00% | 100.00% |
11.11.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 2'677'200 | 2'677'200 | 2'666'160 | 2'666'160 | 120'085 CHF | 146'747 CHF | 99.93% | 99.93% |
08.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'620 | 2'987'620 | 134'443 CHF | 164'319 CHF | 100.00% | 100.00% |
07.11.2024 | 21.14% | 0.04 CHF | 0.05 CHF | 2'571'800 | 2'571'800 | 2'588'110 | 2'588'110 | 109'849 CHF | 135'730 CHF | 100.00% | 100.00% |