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 | 16.67% | 0.06 CHF | 0.07 CHF | 1'125'800 | 1'125'800 | 1'098'220 | 1'098'220 | 60'402 CHF | 71'384 CHF | 100.00% | 100.00% |
19.11.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1'171'700 | 1'171'700 | 1'140'060 | 1'140'060 | 58'437 CHF | 69'842 CHF | 100.00% | 100.00% |
18.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'228'200 | 1'228'200 | 1'196'220 | 1'196'220 | 59'811 CHF | 71'773 CHF | 100.00% | 100.00% |
15.11.2024 | 18.69% | 0.05 CHF | 0.06 CHF | 1'321'600 | 1'321'600 | 1'277'210 | 1'277'210 | 62'143 CHF | 74'915 CHF | 100.00% | 100.00% |
14.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'306'300 | 1'306'300 | 1'277'190 | 1'277'190 | 57'474 CHF | 70'246 CHF | 99.35% | 99.35% |
13.11.2024 | 19.32% | 0.05 CHF | 0.06 CHF | 1'308'600 | 1'308'600 | 1'272'350 | 1'272'350 | 59'569 CHF | 72'293 CHF | 100.00% | 100.00% |
12.11.2024 | 19.17% | 0.05 CHF | 0.06 CHF | 1'191'900 | 1'191'900 | 1'177'170 | 1'177'170 | 55'612 CHF | 67'383 CHF | 68.32% | 100.00% |
11.11.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1'075'800 | 1'075'800 | 1'030'770 | 1'030'770 | 56'083 CHF | 66'391 CHF | 99.93% | 99.93% |
08.11.2024 | 15.28% | 0.06 CHF | 0.07 CHF | 837'700 | 837'700 | 802'469 | 802'469 | 48'599 CHF | 56'623 CHF | 100.00% | 100.00% |
07.11.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 886'800 | 886'800 | 864'291 | 864'291 | 64'679 CHF | 73'322 CHF | 98.53% | 98.53% |