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 | 9.30% | 0.11 CHF | 0.12 CHF | 188'300 | 188'300 | 188'535 | 188'535 | 19'342 CHF | 21'228 CHF | 100.00% | 100.00% |
19.11.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 181'500 | 181'500 | 186'237 | 186'237 | 20'670 CHF | 22'532 CHF | 99.87% | 99.87% |
18.11.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 179'100 | 179'100 | 182'072 | 182'072 | 19'790 CHF | 21'611 CHF | 100.00% | 100.00% |
15.11.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 170'300 | 170'300 | 173'311 | 173'311 | 18'951 CHF | 20'685 CHF | 100.00% | 100.00% |
14.11.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 154'200 | 154'200 | 154'466 | 154'466 | 18'961 CHF | 20'505 CHF | 100.00% | 100.00% |
13.11.2024 | 7.28% | 0.13 CHF | 0.14 CHF | 157'900 | 157'900 | 160'424 | 160'424 | 21'247 CHF | 22'851 CHF | 100.00% | 100.00% |
12.11.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 177'700 | 177'700 | 177'725 | 177'725 | 22'669 CHF | 24'446 CHF | 99.89% | 99.89% |
11.11.2024 | 8.99% | 0.12 CHF | 0.13 CHF | 174'200 | 174'200 | 169'618 | 169'618 | 18'059 CHF | 19'755 CHF | 100.00% | 100.00% |
08.11.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 195'700 | 195'700 | 200'356 | 200'356 | 26'492 CHF | 28'495 CHF | 98.92% | 98.92% |
07.11.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 170'300 | 170'300 | 175'518 | 175'518 | 19'850 CHF | 21'605 CHF | 100.00% | 100.00% |