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 | 32.51% | 0.03 CHF | 0.04 CHF | 980'800 | 980'800 | 954'155 | 954'155 | 24'676 CHF | 34'217 CHF | 100.00% | 100.00% |
19.11.2024 | 37.46% | 0.03 CHF | 0.04 CHF | 913'700 | 913'700 | 931'747 | 931'747 | 20'383 CHF | 29'700 CHF | 100.00% | 100.00% |
18.11.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 791'800 | 791'800 | 785'974 | 785'974 | 23'393 CHF | 31'253 CHF | 100.00% | 100.00% |
15.11.2024 | 27.97% | 0.03 CHF | 0.04 CHF | 913'900 | 913'900 | 915'831 | 915'831 | 28'303 CHF | 37'461 CHF | 100.00% | 100.00% |
14.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'029'600 | 1'029'600 | 1'039'620 | 1'039'620 | 25'991 CHF | 36'387 CHF | 100.00% | 100.00% |
13.11.2024 | 32.75% | 0.03 CHF | 0.04 CHF | 902'500 | 902'500 | 879'277 | 879'277 | 22'516 CHF | 31'309 CHF | 100.00% | 100.00% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 796'000 | 796'000 | 792'718 | 792'718 | 23'782 CHF | 31'709 CHF | 99.85% | 99.85% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 821'800 | 821'800 | 842'366 | 842'366 | 25'271 CHF | 33'695 CHF | 99.70% | 99.70% |
08.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 908'100 | 908'100 | 900'272 | 900'272 | 27'089 CHF | 36'092 CHF | 99.22% | 99.22% |
07.11.2024 | 29.00% | 0.03 CHF | 0.04 CHF | 874'800 | 874'800 | 871'193 | 871'193 | 25'745 CHF | 34'457 CHF | 100.00% | 100.00% |