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 | 14.60% | 0.06 CHF | 0.07 CHF | 1'978'200 | 1'978'200 | 1'947'260 | 1'947'260 | 123'739 CHF | 143'211 CHF | 100.00% | 100.00% |
19.11.2024 | 14.86% | 0.07 CHF | 0.08 CHF | 1'898'200 | 1'898'200 | 1'917'690 | 1'917'690 | 119'591 CHF | 138'768 CHF | 100.00% | 100.00% |
18.11.2024 | 13.90% | 0.07 CHF | 0.08 CHF | 1'795'200 | 1'795'200 | 1'784'770 | 1'784'770 | 119'635 CHF | 137'483 CHF | 100.00% | 100.00% |
15.11.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 1'741'100 | 1'741'100 | 1'741'100 | 1'741'100 | 128'009 CHF | 145'420 CHF | 100.00% | 100.00% |
14.11.2024 | 13.53% | 0.08 CHF | 0.09 CHF | 1'855'600 | 1'855'600 | 1'878'070 | 1'878'070 | 129'647 CHF | 148'428 CHF | 100.00% | 100.00% |
13.11.2024 | 14.12% | 0.07 CHF | 0.08 CHF | 1'897'500 | 1'897'500 | 1'896'820 | 1'896'820 | 124'897 CHF | 143'865 CHF | 100.00% | 100.00% |
12.11.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 1'702'900 | 1'702'900 | 1'675'200 | 1'675'200 | 116'737 CHF | 133'489 CHF | 100.00% | 100.00% |
11.11.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1'579'800 | 1'579'800 | 1'574'180 | 1'574'180 | 127'772 CHF | 143'514 CHF | 100.00% | 100.00% |
08.11.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 1'375'600 | 1'375'600 | 1'367'400 | 1'367'400 | 113'195 CHF | 126'869 CHF | 99.19% | 99.19% |
07.11.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1'275'700 | 1'275'700 | 1'261'530 | 1'261'530 | 127'949 CHF | 140'565 CHF | 100.00% | 100.00% |