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 | 39.92% | 0.03 CHF | 0.04 CHF | 1'260'500 | 1'260'500 | 1'226'240 | 1'226'240 | 24'599 CHF | 36'861 CHF | 100.00% | 100.00% |
19.11.2024 | 34.89% | 0.02 CHF | 0.03 CHF | 1'288'700 | 1'288'700 | 1'314'120 | 1'314'120 | 31'340 CHF | 44'481 CHF | 100.00% | 100.00% |
18.11.2024 | 40.67% | 0.02 CHF | 0.03 CHF | 1'508'500 | 1'508'500 | 1'497'390 | 1'497'390 | 29'458 CHF | 44'432 CHF | 100.00% | 100.00% |
15.11.2024 | 45.21% | 0.02 CHF | 0.03 CHF | 1'107'700 | 1'107'700 | 1'110'050 | 1'110'050 | 19'314 CHF | 30'415 CHF | 100.00% | 100.00% |
14.11.2024 | 33.90% | 0.02 CHF | 0.03 CHF | 1'003'800 | 1'003'800 | 1'013'550 | 1'013'550 | 24'913 CHF | 35'049 CHF | 100.00% | 100.00% |
13.11.2024 | 36.71% | 0.03 CHF | 0.04 CHF | 1'230'400 | 1'230'400 | 1'198'720 | 1'198'720 | 26'967 CHF | 38'955 CHF | 100.00% | 100.00% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'336'300 | 1'336'300 | 1'330'790 | 1'330'790 | 26'616 CHF | 39'924 CHF | 99.86% | 99.86% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'189'500 | 1'189'500 | 1'219'320 | 1'219'320 | 24'387 CHF | 36'580 CHF | 99.68% | 99.68% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'111'000 | 1'111'000 | 1'101'420 | 1'101'420 | 22'028 CHF | 33'043 CHF | 99.20% | 99.20% |
07.11.2024 | 39.27% | 0.02 CHF | 0.03 CHF | 1'163'000 | 1'163'000 | 1'158'200 | 1'158'200 | 23'799 CHF | 35'382 CHF | 100.00% | 100.00% |