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 | 40.55% | 0.02 CHF | 0.03 CHF | 1'288'300 | 1'288'300 | 706'369 | 706'369 | 14'127 CHF | 21'212 CHF | 99.90% | 99.90% |
19.11.2024 | 42.17% | 0.02 CHF | 0.03 CHF | 1'551'700 | 1'551'700 | 853'537 | 853'537 | 16'565 CHF | 25'126 CHF | 98.91% | 98.91% |
18.11.2024 | 50.67% | 0.02 CHF | 0.03 CHF | 1'894'400 | 1'894'400 | 1'038'130 | 1'038'130 | 15'572 CHF | 25'992 CHF | 99.59% | 99.59% |
15.11.2024 | 50.73% | 0.02 CHF | 0.03 CHF | 1'733'200 | 1'733'200 | 948'824 | 948'824 | 14'232 CHF | 23'764 CHF | 99.89% | 99.89% |
14.11.2024 | 61.70% | 0.02 CHF | 0.03 CHF | 1'774'600 | 1'774'600 | 990'472 | 990'472 | 12'281 CHF | 22'206 CHF | 98.85% | 98.85% |
13.11.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 1'602'600 | 1'602'600 | 879'979 | 879'979 | 13'200 CHF | 22'016 CHF | 100.00% | 100.00% |
12.11.2024 | 50.67% | 0.02 CHF | 0.03 CHF | 1'350'400 | 1'350'400 | 691'520 | 691'520 | 10'373 CHF | 17'318 CHF | 100.00% | 100.00% |
11.11.2024 | 33.26% | 0.02 CHF | 0.03 CHF | 802'600 | 802'600 | 437'366 | 437'366 | 10'919 CHF | 15'337 CHF | 99.93% | 99.93% |
08.11.2024 | 45.96% | 0.03 CHF | 0.04 CHF | 777'300 | 777'300 | 293'319 | 293'319 | 8'800 CHF | 12'018 CHF | 100.00% | 100.00% |
07.11.2024 | 27.81% | 0.04 CHF | 0.05 CHF | 730'400 | 730'400 | 348'208 | 348'208 | 10'952 CHF | 14'443 CHF | 98.68% | 98.68% |