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 | 7.80% | 0.06 CHF | 0.07 CHF | 2'302'200 | 2'302'200 | 2'332'780 | 2'332'780 | 144'024 CHF | 155'688 CHF | 100.00% | 100.00% |
19.11.2024 | 7.97% | 0.06 CHF | 0.07 CHF | 2'353'100 | 2'353'100 | 2'257'170 | 2'257'170 | 135'930 CHF | 147'216 CHF | 100.00% | 100.00% |
18.11.2024 | 7.41% | 0.07 CHF | 0.07 CHF | 2'193'900 | 2'193'900 | 2'127'780 | 2'127'780 | 138'306 CHF | 148'944 CHF | 100.00% | 100.00% |
15.11.2024 | 7.08% | 0.07 CHF | 0.07 CHF | 2'084'900 | 2'084'900 | 2'136'180 | 2'136'180 | 145'720 CHF | 156'401 CHF | 100.00% | 100.00% |
14.11.2024 | 7.34% | 0.07 CHF | 0.08 CHF | 2'170'400 | 2'170'400 | 2'159'080 | 2'159'080 | 141'852 CHF | 152'647 CHF | 99.91% | 99.91% |
13.11.2024 | 7.32% | 0.06 CHF | 0.07 CHF | 2'151'800 | 2'151'800 | 2'206'380 | 2'205'800 | 145'368 CHF | 156'362 CHF | 100.00% | 100.00% |
12.11.2024 | 7.40% | 0.07 CHF | 0.07 CHF | 2'242'400 | 2'242'400 | 2'199'130 | 2'199'130 | 143'045 CHF | 154'041 CHF | 100.00% | 100.00% |
11.11.2024 | 7.22% | 0.07 CHF | 0.07 CHF | 2'170'800 | 2'170'800 | 2'119'290 | 2'119'290 | 141'517 CHF | 152'114 CHF | 100.00% | 100.00% |
08.11.2024 | 6.90% | 0.07 CHF | 0.08 CHF | 2'085'900 | 2'085'900 | 1'996'730 | 1'996'730 | 139'678 CHF | 149'662 CHF | 100.00% | 100.00% |
07.11.2024 | 6.45% | 0.08 CHF | 0.08 CHF | 1'938'100 | 1'938'100 | 2'065'850 | 2'065'850 | 155'054 CHF | 165'384 CHF | 100.00% | 100.00% |