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 | 14.29% | 0.07 CHF | 0.08 CHF | 1'567'400 | 1'567'400 | 1'567'400 | 1'567'400 | 101'881 CHF | 117'555 CHF | 100.00% | 100.00% |
19.11.2024 | 15.14% | 0.06 CHF | 0.07 CHF | 1'646'900 | 1'646'900 | 1'614'490 | 1'614'490 | 98'601 CHF | 114'746 CHF | 99.86% | 99.86% |
18.11.2024 | 14.65% | 0.06 CHF | 0.07 CHF | 1'555'700 | 1'555'700 | 1'561'350 | 1'561'350 | 98'903 CHF | 114'517 CHF | 100.00% | 100.00% |
15.11.2024 | 14.45% | 0.07 CHF | 0.08 CHF | 1'545'700 | 1'545'700 | 1'545'700 | 1'545'700 | 99'337 CHF | 114'794 CHF | 100.00% | 100.00% |
14.11.2024 | 15.15% | 0.07 CHF | 0.08 CHF | 1'547'100 | 1'547'100 | 1'577'310 | 1'577'310 | 96'289 CHF | 112'062 CHF | 100.00% | 100.00% |
13.11.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 1'561'600 | 1'561'600 | 1'561'600 | 1'561'600 | 100'893 CHF | 116'509 CHF | 100.00% | 100.00% |
12.11.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1'505'700 | 1'505'700 | 1'505'700 | 1'505'700 | 97'871 CHF | 112'928 CHF | 99.89% | 99.89% |
11.11.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 1'493'300 | 1'493'300 | 1'493'300 | 1'493'300 | 97'998 CHF | 112'931 CHF | 100.00% | 100.00% |
08.11.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 1'379'300 | 1'379'300 | 1'379'300 | 1'379'300 | 90'862 CHF | 104'655 CHF | 98.90% | 98.90% |
07.11.2024 | 12.90% | 0.08 CHF | 0.09 CHF | 1'516'800 | 1'516'800 | 1'516'800 | 1'516'800 | 110'165 CHF | 125'333 CHF | 100.00% | 100.00% |