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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 27.92% | 0.04 CHF | 0.05 CHF | 1'217'000 | 1'217'000 | 1'209'190 | 1'209'190 | 37'384 CHF | 49'476 CHF | 100.00% | 100.00% |
25.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'321'900 | 1'321'900 | 1'325'010 | 1'325'010 | 39'750 CHF | 53'001 CHF | 100.00% | 100.00% |
22.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'209'400 | 1'209'400 | 1'216'400 | 1'216'400 | 36'492 CHF | 48'656 CHF | 99.64% | 99.64% |
20.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'073'800 | 1'073'800 | 1'069'640 | 1'069'640 | 32'095 CHF | 42'791 CHF | 99.43% | 99.43% |
19.11.2024 | 25.33% | 0.04 CHF | 0.05 CHF | 1'146'900 | 1'146'900 | 1'146'880 | 1'146'880 | 39'616 CHF | 51'084 CHF | 100.00% | 100.00% |
18.11.2024 | 25.21% | 0.04 CHF | 0.05 CHF | 1'067'700 | 1'067'700 | 1'069'880 | 1'069'880 | 37'130 CHF | 47'829 CHF | 99.88% | 99.88% |
15.11.2024 | 23.51% | 0.04 CHF | 0.05 CHF | 1'105'200 | 1'105'200 | 1'114'740 | 1'114'740 | 42'013 CHF | 53'161 CHF | 100.00% | 100.00% |
14.11.2024 | 24.21% | 0.04 CHF | 0.05 CHF | 1'146'900 | 1'146'900 | 1'163'770 | 1'163'770 | 42'398 CHF | 54'036 CHF | 98.57% | 98.57% |
13.11.2024 | 25.35% | 0.04 CHF | 0.05 CHF | 992'600 | 992'600 | 993'301 | 993'301 | 34'274 CHF | 44'207 CHF | 100.00% | 100.00% |
12.11.2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1'188'000 | 1'188'000 | 1'178'800 | 1'178'800 | 41'289 CHF | 53'077 CHF | 99.88% | 99.88% |