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 | 21.52% | 0.04 CHF | 0.05 CHF | 1'860'100 | 1'860'100 | 814'077 | 814'077 | 33'479 CHF | 41'643 CHF | 99.57% | 99.57% |
19.11.2024 | 24.58% | 0.04 CHF | 0.05 CHF | 2'033'300 | 2'033'300 | 904'184 | 904'184 | 35'615 CHF | 44'827 CHF | 99.20% | 99.20% |
18.11.2024 | 25.71% | 0.04 CHF | 0.05 CHF | 2'294'300 | 2'294'300 | 1'021'100 | 1'021'100 | 34'979 CHF | 45'209 CHF | 99.90% | 99.90% |
15.11.2024 | 26.26% | 0.03 CHF | 0.04 CHF | 2'028'200 | 2'028'200 | 826'740 | 826'740 | 26'272 CHF | 34'558 CHF | 91.93% | 91.93% |
14.11.2024 | 17.01% | 0.06 CHF | 0.07 CHF | 1'378'100 | 1'378'100 | 605'393 | 605'393 | 34'666 CHF | 40'795 CHF | 99.72% | 99.72% |
13.11.2024 | 19.82% | 0.06 CHF | 0.07 CHF | 1'568'900 | 1'568'900 | 735'833 | 735'833 | 35'418 CHF | 42'790 CHF | 99.93% | 99.93% |
12.11.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1'558'900 | 1'558'900 | 683'914 | 683'914 | 33'391 CHF | 40'243 CHF | 99.89% | 99.89% |
11.11.2024 | 21.14% | 0.05 CHF | 0.06 CHF | 1'428'400 | 1'428'400 | 587'447 | 587'447 | 30'284 CHF | 36'684 CHF | 99.90% | 99.90% |
08.11.2024 | 17.06% | 0.06 CHF | 0.07 CHF | 1'485'100 | 1'485'100 | 684'792 | 684'792 | 38'221 CHF | 45'082 CHF | 97.39% | 97.39% |
07.11.2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1'638'000 | 1'638'000 | 728'929 | 728'929 | 34'256 CHF | 41'559 CHF | 100.00% | 100.00% |