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 | 10.17% | 0.09 CHF | 0.10 CHF | 1'597'000 | 1'597'000 | 1'590'420 | 1'590'420 | 148'471 CHF | 164'375 CHF | 100.00% | 100.00% |
19.11.2024 | 10.35% | 0.10 CHF | 0.11 CHF | 1'516'400 | 1'516'400 | 1'510'020 | 1'510'020 | 138'565 CHF | 153'666 CHF | 99.84% | 99.84% |
18.11.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'563'800 | 1'563'800 | 1'557'360 | 1'557'360 | 152'727 CHF | 168'301 CHF | 100.00% | 100.00% |
15.11.2024 | 9.75% | 0.10 CHF | 0.11 CHF | 1'595'100 | 1'595'100 | 1'588'520 | 1'588'520 | 155'127 CHF | 171'013 CHF | 100.00% | 100.00% |
14.11.2024 | 10.58% | 0.10 CHF | 0.11 CHF | 1'725'200 | 1'725'200 | 1'718'080 | 1'718'080 | 154'072 CHF | 171'252 CHF | 100.00% | 100.00% |
13.11.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 1'634'200 | 1'634'200 | 1'630'800 | 1'630'800 | 140'863 CHF | 157'171 CHF | 100.00% | 100.00% |
12.11.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 1'494'600 | 1'494'600 | 1'488'440 | 1'488'440 | 146'594 CHF | 161'479 CHF | 99.86% | 99.86% |
11.11.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 1'451'900 | 1'451'900 | 1'459'420 | 1'459'420 | 150'875 CHF | 165'469 CHF | 100.00% | 100.00% |
08.11.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 1'537'800 | 1'537'800 | 1'518'270 | 1'518'270 | 152'653 CHF | 167'836 CHF | 98.88% | 98.88% |
07.11.2024 | 9.64% | 0.10 CHF | 0.11 CHF | 1'610'200 | 1'610'200 | 1'651'330 | 1'651'330 | 163'036 CHF | 179'550 CHF | 100.00% | 100.00% |