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 | 15.33% | 0.03 CHF | 0.04 CHF | 1'753'800 | 1'753'800 | 1'755'170 | 1'755'170 | 52'884 CHF | 61'660 CHF | 99.44% | 99.44% |
19.11.2024 | 15.38% | 0.03 CHF | 0.04 CHF | 1'755'600 | 1'755'600 | 1'618'660 | 1'618'660 | 48'560 CHF | 56'653 CHF | 98.77% | 98.77% |
18.11.2024 | 13.70% | 0.03 CHF | 0.04 CHF | 1'578'100 | 1'578'100 | 1'412'840 | 1'412'840 | 48'031 CHF | 55'095 CHF | 98.77% | 98.77% |
15.11.2024 | 13.00% | 0.04 CHF | 0.05 CHF | 1'360'700 | 1'360'700 | 1'263'210 | 1'263'210 | 45'608 CHF | 51'924 CHF | 100.00% | 100.00% |
14.11.2024 | 11.70% | 0.04 CHF | 0.05 CHF | 1'232'300 | 1'232'300 | 1'362'310 | 1'362'310 | 54'868 CHF | 61'679 CHF | 100.00% | 100.00% |
13.11.2024 | 12.66% | 0.04 CHF | 0.05 CHF | 1'399'800 | 1'399'800 | 1'492'280 | 1'492'280 | 55'382 CHF | 62'843 CHF | 100.00% | 100.00% |
12.11.2024 | 13.20% | 0.04 CHF | 0.05 CHF | 1'520'800 | 1'520'800 | 1'702'600 | 1'702'600 | 60'222 CHF | 68'735 CHF | 99.81% | 99.81% |
11.11.2024 | 15.38% | 0.04 CHF | 0.04 CHF | 1'751'300 | 1'751'300 | 1'927'520 | 1'927'520 | 57'875 CHF | 67'513 CHF | 99.73% | 99.73% |
08.11.2024 | 16.43% | 0.03 CHF | 0.04 CHF | 1'983'800 | 1'983'800 | 1'999'290 | 1'999'290 | 56'254 CHF | 66'250 CHF | 100.00% | 100.00% |
07.11.2024 | 16.45% | 0.03 CHF | 0.03 CHF | 2'004'000 | 2'004'000 | 1'796'630 | 1'796'630 | 50'269 CHF | 59'252 CHF | 99.96% | 99.96% |