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 | 23.82% | 0.04 CHF | 0.05 CHF | 1'766'700 | 1'766'700 | 1'759'440 | 1'759'440 | 65'342 CHF | 82'936 CHF | 100.00% | 100.00% |
19.11.2024 | 25.58% | 0.04 CHF | 0.05 CHF | 1'649'400 | 1'649'400 | 1'643'220 | 1'643'220 | 56'255 CHF | 72'688 CHF | 100.00% | 100.00% |
18.11.2024 | 24.79% | 0.04 CHF | 0.05 CHF | 1'656'500 | 1'656'500 | 1'649'670 | 1'649'670 | 58'372 CHF | 74'869 CHF | 100.00% | 100.00% |
15.11.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'482'600 | 1'482'600 | 1'457'380 | 1'457'380 | 59'215 CHF | 73'789 CHF | 100.00% | 100.00% |
14.11.2024 | 21.07% | 0.05 CHF | 0.06 CHF | 1'481'700 | 1'481'700 | 1'505'260 | 1'505'260 | 64'016 CHF | 79'069 CHF | 100.00% | 100.00% |
13.11.2024 | 21.47% | 0.04 CHF | 0.05 CHF | 1'507'400 | 1'507'400 | 1'479'380 | 1'479'380 | 61'583 CHF | 76'377 CHF | 100.00% | 100.00% |
12.11.2024 | 20.09% | 0.04 CHF | 0.05 CHF | 1'229'800 | 1'229'800 | 1'178'730 | 1'178'730 | 52'801 CHF | 64'589 CHF | 99.86% | 99.86% |
11.11.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 1'337'200 | 1'337'200 | 1'331'670 | 1'331'670 | 72'200 CHF | 85'516 CHF | 99.66% | 99.66% |
08.11.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 1'169'500 | 1'169'500 | 1'164'800 | 1'164'800 | 54'383 CHF | 66'031 CHF | 99.48% | 99.48% |
07.11.2024 | 17.98% | 0.06 CHF | 0.07 CHF | 1'528'600 | 1'528'600 | 1'523'570 | 1'523'570 | 77'533 CHF | 92'768 CHF | 99.39% | 99.39% |