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 | 7.71% | 0.12 CHF | 0.13 CHF | 2'380'400 | 2'380'400 | 1'054'740 | 1'054'740 | 131'650 CHF | 142'233 CHF | 99.90% | 99.90% |
19.11.2024 | 8.14% | 0.13 CHF | 0.14 CHF | 2'514'400 | 2'514'400 | 1'127'590 | 1'127'590 | 135'789 CHF | 147'086 CHF | 100.00% | 100.00% |
18.11.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 2'435'200 | 2'435'200 | 1'084'490 | 1'084'490 | 139'691 CHF | 150'556 CHF | 99.90% | 99.90% |
15.11.2024 | 6.62% | 0.13 CHF | 0.14 CHF | 2'007'300 | 2'007'300 | 865'829 | 865'829 | 126'438 CHF | 135'163 CHF | 99.69% | 99.69% |
14.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 1'837'700 | 1'837'700 | 797'549 | 797'549 | 137'365 CHF | 145'356 CHF | 100.00% | 100.00% |
13.11.2024 | 6.44% | 0.17 CHF | 0.18 CHF | 2'014'800 | 2'014'800 | 905'740 | 905'740 | 141'150 CHF | 150'224 CHF | 100.00% | 100.00% |
12.11.2024 | 6.79% | 0.14 CHF | 0.15 CHF | 2'145'800 | 2'145'800 | 957'245 | 957'245 | 138'765 CHF | 148'355 CHF | 100.00% | 100.00% |
11.11.2024 | 6.55% | 0.14 CHF | 0.16 CHF | 2'086'100 | 2'086'100 | 925'125 | 925'125 | 137'926 CHF | 147'194 CHF | 100.00% | 100.00% |
08.11.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 2'009'900 | 2'009'900 | 896'975 | 896'975 | 136'474 CHF | 145'460 CHF | 100.00% | 100.00% |
07.11.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 2'122'000 | 2'122'000 | 947'448 | 947'448 | 142'370 CHF | 151'870 CHF | 99.33% | 99.33% |