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 | 66.67% | 0.01 CHF | 0.02 CHF | 1'190'600 | 1'190'600 | 1'176'530 | 1'176'530 | 11'765 CHF | 23'531 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'038'400 | 1'038'400 | 1'056'690 | 1'056'690 | 10'567 CHF | 21'134 CHF | 100.00% | 100.00% |
18.11.2024 | 64.10% | 0.01 CHF | 0.02 CHF | 1'025'300 | 1'025'300 | 1'023'070 | 1'023'070 | 11'009 CHF | 21'239 CHF | 100.00% | 100.00% |
15.11.2024 | 52.42% | 0.01 CHF | 0.02 CHF | 1'066'800 | 1'066'800 | 1'049'110 | 1'049'110 | 14'964 CHF | 25'455 CHF | 100.00% | 100.00% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'122'800 | 1'122'800 | 1'126'380 | 1'126'380 | 11'264 CHF | 22'528 CHF | 100.00% | 100.00% |
13.11.2024 | 66.33% | 0.01 CHF | 0.02 CHF | 963'200 | 963'200 | 963'200 | 963'200 | 9'731 CHF | 19'363 CHF | 100.00% | 100.00% |
12.11.2024 | 53.27% | 0.01 CHF | 0.02 CHF | 734'000 | 734'000 | 722'234 | 722'234 | 10'113 CHF | 17'335 CHF | 99.85% | 99.85% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 733'700 | 733'700 | 733'388 | 733'388 | 14'668 CHF | 22'002 CHF | 99.64% | 99.64% |
08.11.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 584'400 | 584'400 | 584'282 | 584'282 | 11'681 CHF | 17'524 CHF | 98.70% | 98.70% |
07.11.2024 | 34.96% | 0.03 CHF | 0.04 CHF | 597'700 | 597'700 | 595'292 | 595'292 | 14'154 CHF | 20'107 CHF | 99.44% | 99.44% |