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 | 4.49% | 0.11 CHF | 0.12 CHF | 1'004'500 | 1'004'500 | 1'004'880 | 1'004'880 | 109'374 CHF | 114'398 CHF | 99.45% | 99.45% |
19.11.2024 | 4.56% | 0.11 CHF | 0.11 CHF | 1'005'000 | 1'005'000 | 961'476 | 961'476 | 103'005 CHF | 107'812 CHF | 98.78% | 98.78% |
18.11.2024 | 4.37% | 0.11 CHF | 0.11 CHF | 948'600 | 948'600 | 893'409 | 893'409 | 100'042 CHF | 104'509 CHF | 98.78% | 98.78% |
15.11.2024 | 4.19% | 0.12 CHF | 0.13 CHF | 876'000 | 876'000 | 841'074 | 841'074 | 98'235 CHF | 102'441 CHF | 100.00% | 100.00% |
14.11.2024 | 3.94% | 0.13 CHF | 0.13 CHF | 830'000 | 830'000 | 878'668 | 878'668 | 109'351 CHF | 113'744 CHF | 100.00% | 100.00% |
13.11.2024 | 4.18% | 0.12 CHF | 0.13 CHF | 892'700 | 892'700 | 925'489 | 925'489 | 108'334 CHF | 112'961 CHF | 100.00% | 100.00% |
12.11.2024 | 4.26% | 0.12 CHF | 0.13 CHF | 935'600 | 935'600 | 997'747 | 997'747 | 114'596 CHF | 119'584 CHF | 99.82% | 99.82% |
11.11.2024 | 4.69% | 0.11 CHF | 0.12 CHF | 1'014'400 | 1'014'400 | 1'071'010 | 1'071'010 | 111'505 CHF | 116'861 CHF | 99.74% | 99.74% |
08.11.2024 | 4.85% | 0.11 CHF | 0.11 CHF | 1'089'100 | 1'089'100 | 1'093'860 | 1'093'860 | 110'068 CHF | 115'537 CHF | 100.00% | 100.00% |
07.11.2024 | 4.90% | 0.10 CHF | 0.10 CHF | 1'095'300 | 1'095'300 | 1'032'330 | 1'032'330 | 102'803 CHF | 107'964 CHF | 99.96% | 99.96% |