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 | 33.84% | 0.03 CHF | 0.04 CHF | 1'531'200 | 1'531'200 | 675'666 | 675'666 | 17'041 CHF | 23'832 CHF | 99.32% | 99.32% |
19.11.2024 | 33.64% | 0.03 CHF | 0.04 CHF | 1'404'500 | 1'404'500 | 622'387 | 622'387 | 15'888 CHF | 22'176 CHF | 99.98% | 99.98% |
18.11.2024 | 24.32% | 0.03 CHF | 0.04 CHF | 928'900 | 928'900 | 393'770 | 393'770 | 13'879 CHF | 17'824 CHF | 99.78% | 99.78% |
15.11.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 917'600 | 917'600 | 414'326 | 414'326 | 17'082 CHF | 21'233 CHF | 99.90% | 99.90% |
14.11.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1'050'100 | 1'050'100 | 464'172 | 464'172 | 17'382 CHF | 22'035 CHF | 98.53% | 98.53% |
13.11.2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1'081'300 | 1'081'300 | 491'510 | 491'510 | 16'043 CHF | 20'980 CHF | 100.00% | 100.00% |
12.11.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 883'300 | 883'300 | 396'330 | 396'330 | 15'823 CHF | 19'819 CHF | 99.06% | 99.06% |
11.11.2024 | 14.22% | 0.05 CHF | 0.06 CHF | 439'600 | 439'600 | 203'217 | 203'217 | 12'765 CHF | 14'806 CHF | 99.90% | 99.90% |
08.11.2024 | 11.95% | 0.09 CHF | 0.10 CHF | 526'600 | 526'600 | 173'574 | 173'574 | 15'467 CHF | 17'225 CHF | 98.62% | 98.62% |
07.11.2024 | - | 0.07 CHF | - CHF | 559'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |