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 | 31.11% | 0.02 CHF | 0.02 CHF | 2'397'700 | 2'397'700 | 2'357'160 | 2'355'460 | 34'577 CHF | 47'115 CHF | 99.89% | 99.89% |
25.11.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 2'344'300 | 2'344'300 | 1'948'040 | 1'948'040 | 29'221 CHF | 38'962 CHF | 100.00% | 100.00% |
22.11.2024 | 22.49% | 0.02 CHF | 0.03 CHF | 1'823'100 | 1'823'100 | 1'754'770 | 1'754'770 | 34'758 CHF | 43'531 CHF | 100.00% | 100.00% |
20.11.2024 | 22.25% | 0.02 CHF | 0.03 CHF | 1'672'900 | 1'672'900 | 1'697'610 | 1'697'610 | 33'951 CHF | 42'439 CHF | 99.45% | 99.45% |
19.11.2024 | 24.97% | 0.02 CHF | 0.03 CHF | 1'705'300 | 1'705'300 | 2'052'430 | 2'052'430 | 36'391 CHF | 46'654 CHF | 98.77% | 98.77% |
18.11.2024 | 28.57% | 0.02 CHF | 0.02 CHF | 2'155'600 | 2'155'600 | 2'618'680 | 2'618'680 | 39'280 CHF | 52'374 CHF | 98.78% | 98.78% |
15.11.2024 | 54.35% | 0.02 CHF | 0.02 CHF | 2'758'300 | 2'758'300 | 2'941'660 | 2'941'660 | 34'134 CHF | 58'820 CHF | 100.00% | 100.00% |
14.11.2024 | 49.74% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'798'940 | 2'798'940 | 27'989 CHF | 47'061 CHF | 100.00% | 100.00% |
13.11.2024 | 62.93% | 0.01 CHF | 0.02 CHF | 2'740'800 | 2'740'800 | 2'413'060 | 2'413'060 | 25'216 CHF | 48'209 CHF | 100.00% | 100.00% |
12.11.2024 | 34.58% | 0.01 CHF | 0.02 CHF | 2'312'000 | 2'312'000 | 2'006'660 | 2'006'660 | 28'269 CHF | 40'123 CHF | 99.83% | 99.83% |