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 | 17.04% | 0.06 CHF | 0.07 CHF | 1'767'600 | 1'767'600 | 792'765 | 792'765 | 43'115 CHF | 51'060 CHF | 99.91% | 99.91% |
19.11.2024 | 16.65% | 0.05 CHF | 0.06 CHF | 1'664'400 | 1'664'400 | 737'741 | 737'741 | 39'982 CHF | 47'374 CHF | 100.00% | 100.00% |
18.11.2024 | 14.56% | 0.06 CHF | 0.07 CHF | 1'481'500 | 1'481'500 | 640'791 | 640'791 | 41'583 CHF | 48'003 CHF | 99.64% | 99.64% |
15.11.2024 | 19.72% | 0.07 CHF | 0.08 CHF | 2'017'100 | 2'017'100 | 665'757 | 665'757 | 36'511 CHF | 43'186 CHF | 98.90% | 98.90% |
14.11.2024 | 23.68% | 0.05 CHF | 0.06 CHF | 2'881'200 | 2'881'200 | 1'346'020 | 1'346'020 | 72'030 CHF | 85'682 CHF | 54.14% | 95.14% |
13.11.2024 | - | 0.03 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.03 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.03 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.02 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.03 CHF | - CHF | 3'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |