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 | 29.88% | 0.03 CHF | 0.04 CHF | 2'332'600 | 2'332'600 | 2'332'200 | 2'332'200 | 66'770 CHF | 90'092 CHF | 100.00% | 100.00% |
19.11.2024 | 32.68% | 0.03 CHF | 0.04 CHF | 2'009'200 | 2'009'200 | 2'009'600 | 2'009'600 | 51'617 CHF | 71'713 CHF | 100.00% | 100.00% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'084'100 | 2'084'100 | 2'108'500 | 2'108'500 | 63'255 CHF | 84'340 CHF | 100.00% | 100.00% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'053'400 | 2'053'400 | 2'013'070 | 2'013'070 | 60'392 CHF | 80'523 CHF | 100.00% | 100.00% |
14.11.2024 | 29.67% | 0.03 CHF | 0.04 CHF | 2'334'900 | 2'334'900 | 2'382'590 | 2'382'590 | 68'686 CHF | 92'512 CHF | 100.00% | 100.00% |
13.11.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'604'100 | 2'604'100 | 2'650'790 | 2'650'790 | 66'270 CHF | 92'778 CHF | 100.00% | 100.00% |
12.11.2024 | 32.37% | 0.03 CHF | 0.04 CHF | 2'040'200 | 2'040'200 | 2'000'570 | 2'000'570 | 52'043 CHF | 72'049 CHF | 99.86% | 99.86% |
11.11.2024 | 26.02% | 0.04 CHF | 0.05 CHF | 2'062'300 | 2'062'300 | 2'063'950 | 2'063'950 | 69'284 CHF | 89'924 CHF | 99.70% | 99.70% |
08.11.2024 | 23.98% | 0.03 CHF | 0.04 CHF | 1'064'500 | 1'064'500 | 1'015'430 | 1'015'430 | 38'982 CHF | 49'403 CHF | 98.81% | 98.81% |
07.11.2024 | 14.23% | 0.07 CHF | 0.08 CHF | 1'129'000 | 1'129'000 | 1'132'860 | 1'132'860 | 74'358 CHF | 85'686 CHF | 100.00% | 100.00% |