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 | 21.49% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 124'474 CHF | 154'351 CHF | 100.00% | 100.00% |
19.11.2024 | 21.12% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'610 | 2'987'610 | 126'915 CHF | 156'792 CHF | 99.86% | 99.86% |
18.11.2024 | 21.06% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 127'346 CHF | 157'223 CHF | 100.00% | 100.00% |
15.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 134'423 CHF | 164'299 CHF | 100.00% | 100.00% |
14.11.2024 | 20.27% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'490 | 2'987'490 | 132'962 CHF | 162'837 CHF | 99.04% | 99.04% |
13.11.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'987'500 | 2'987'500 | 139'574 CHF | 169'449 CHF | 98.99% | 98.99% |
12.11.2024 | 15.62% | 0.05 CHF | 0.06 CHF | 2'491'700 | 2'491'700 | 2'295'240 | 2'295'240 | 144'024 CHF | 167'700 CHF | 97.77% | 97.77% |
11.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 2'194'300 | 2'194'300 | 2'170'290 | 2'170'290 | 260'520 CHF | 282'223 CHF | 100.00% | 100.00% |
08.11.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 2'115'700 | 2'115'700 | 2'106'940 | 2'106'940 | 238'793 CHF | 259'862 CHF | 98.91% | 98.91% |
07.11.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 2'173'800 | 2'173'800 | 2'168'520 | 2'168'520 | 265'072 CHF | 286'757 CHF | 100.00% | 100.00% |