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 | 16.94% | 0.06 CHF | 0.07 CHF | 2'786'900 | 2'786'900 | 965'473 | 965'473 | 53'098 CHF | 62'764 CHF | 99.09% | 99.09% |
19.11.2024 | 17.67% | 0.06 CHF | 0.07 CHF | 2'905'300 | 2'905'300 | 998'647 | 998'647 | 53'848 CHF | 63'846 CHF | 99.38% | 99.38% |
18.11.2024 | 16.98% | 0.05 CHF | 0.06 CHF | 2'752'700 | 2'752'700 | 946'277 | 946'277 | 51'673 CHF | 61'147 CHF | 99.89% | 99.89% |
15.11.2024 | 17.92% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 911'603 | 911'603 | 47'878 CHF | 57'012 CHF | 99.25% | 99.25% |
14.11.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'069'540 | 1'069'540 | 42'849 CHF | 53'559 CHF | 99.89% | 99.89% |
13.11.2024 | 22.53% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'134'860 | 1'134'860 | 45'557 CHF | 56'922 CHF | 100.00% | 100.00% |
12.11.2024 | 23.20% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'143'410 | 1'143'410 | 44'500 CHF | 55'950 CHF | 100.00% | 100.00% |
11.11.2024 | 25.15% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'191'640 | 1'191'640 | 42'879 CHF | 54'814 CHF | 99.93% | 99.93% |
08.11.2024 | 25.67% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'200'480 | 1'200'480 | 41'761 CHF | 53'785 CHF | 100.00% | 100.00% |
07.11.2024 | 23.73% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'138'120 | 1'138'120 | 41'550 CHF | 52'947 CHF | 100.00% | 100.00% |