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 | 10.18% | 0.09 CHF | 0.10 CHF | 819'300 | 819'300 | 802'858 | 802'858 | 74'858 CHF | 82'886 CHF | 100.00% | 100.00% |
19.11.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 755'800 | 755'800 | 756'874 | 756'874 | 68'801 CHF | 76'370 CHF | 100.00% | 100.00% |
18.11.2024 | 9.09% | 0.10 CHF | 0.11 CHF | 729'900 | 729'900 | 720'327 | 720'327 | 75'718 CHF | 82'921 CHF | 100.00% | 100.00% |
15.11.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 790'700 | 790'700 | 780'679 | 780'679 | 81'034 CHF | 88'840 CHF | 99.49% | 99.49% |
14.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 850'100 | 850'100 | 860'184 | 860'184 | 76'762 CHF | 85'364 CHF | 99.35% | 99.35% |
13.11.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 883'400 | 883'400 | 890'760 | 890'760 | 74'861 CHF | 83'769 CHF | 100.00% | 100.00% |
12.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 780'700 | 780'700 | 756'810 | 756'810 | 68'214 CHF | 75'782 CHF | 100.00% | 100.00% |
11.11.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 949'000 | 949'000 | 967'168 | 967'168 | 92'093 CHF | 101'765 CHF | 99.38% | 99.38% |
08.11.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 998'300 | 998'300 | 986'799 | 986'799 | 69'503 CHF | 79'371 CHF | 100.00% | 100.00% |
07.11.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'063'300 | 1'063'300 | 1'061'240 | 1'061'240 | 83'366 CHF | 93'979 CHF | 99.43% | 99.43% |