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 | 18.92% | 0.05 CHF | 0.06 CHF | 2'148'000 | 2'148'000 | 938'144 | 938'144 | 44'524 CHF | 53'924 CHF | 99.90% | 99.90% |
19.11.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 2'228'900 | 2'228'900 | 994'588 | 994'588 | 44'757 CHF | 54'721 CHF | 99.84% | 99.84% |
18.11.2024 | 20.27% | 0.05 CHF | 0.06 CHF | 2'246'500 | 2'246'500 | 999'359 | 999'359 | 45'226 CHF | 55'239 CHF | 99.90% | 99.90% |
15.11.2024 | 17.34% | 0.05 CHF | 0.06 CHF | 1'724'700 | 1'724'700 | 756'300 | 756'300 | 38'547 CHF | 46'125 CHF | 99.90% | 99.90% |
14.11.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 1'468'100 | 1'468'100 | 654'962 | 654'962 | 44'192 CHF | 50'754 CHF | 100.00% | 100.00% |
13.11.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 1'659'100 | 1'659'100 | 740'045 | 740'045 | 44'855 CHF | 52'269 CHF | 100.00% | 100.00% |
12.11.2024 | 15.44% | 0.06 CHF | 0.07 CHF | 1'645'400 | 1'645'400 | 732'248 | 732'248 | 45'074 CHF | 52'410 CHF | 99.86% | 99.86% |
11.11.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 1'452'800 | 1'452'800 | 647'845 | 647'845 | 43'931 CHF | 50'421 CHF | 99.90% | 99.90% |
08.11.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 1'370'800 | 1'370'800 | 614'552 | 614'552 | 44'156 CHF | 50'313 CHF | 98.88% | 98.88% |
07.11.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 1'390'000 | 1'390'000 | 619'616 | 619'616 | 46'460 CHF | 52'668 CHF | 99.90% | 99.90% |