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 | 27.72% | 0.04 CHF | 0.05 CHF | 1'907'300 | 1'907'300 | 1'906'980 | 1'906'980 | 59'483 CHF | 78'552 CHF | 100.00% | 100.00% |
19.11.2024 | 25.82% | 0.04 CHF | 0.05 CHF | 2'246'700 | 2'246'700 | 2'247'150 | 2'247'150 | 76'070 CHF | 98'541 CHF | 100.00% | 100.00% |
18.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'014'800 | 2'014'800 | 2'038'420 | 2'038'420 | 61'152 CHF | 81'537 CHF | 100.00% | 100.00% |
15.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'164'700 | 2'164'700 | 2'122'140 | 2'122'140 | 63'664 CHF | 84'886 CHF | 100.00% | 100.00% |
14.11.2024 | 26.72% | 0.03 CHF | 0.04 CHF | 1'664'700 | 1'664'700 | 1'698'680 | 1'698'680 | 55'531 CHF | 72'518 CHF | 100.00% | 100.00% |
13.11.2024 | 23.14% | 0.04 CHF | 0.05 CHF | 1'510'300 | 1'510'300 | 1'537'340 | 1'537'340 | 58'995 CHF | 74'369 CHF | 100.00% | 100.00% |
12.11.2024 | 24.30% | 0.04 CHF | 0.05 CHF | 2'012'400 | 2'012'400 | 1'973'270 | 1'973'270 | 71'569 CHF | 91'301 CHF | 99.85% | 99.85% |
11.11.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1'768'700 | 1'768'700 | 1'770'120 | 1'770'120 | 53'160 CHF | 70'862 CHF | 99.69% | 99.69% |
08.11.2024 | 28.70% | 0.04 CHF | 0.05 CHF | 2'967'000 | 2'967'000 | 2'830'380 | 2'830'380 | 88'963 CHF | 118'011 CHF | 98.79% | 98.79% |
07.11.2024 | 37.75% | 0.03 CHF | 0.04 CHF | 2'250'700 | 2'250'700 | 2'258'410 | 2'258'410 | 49'163 CHF | 71'748 CHF | 100.00% | 100.00% |