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 | 10.83% | 0.09 CHF | 0.10 CHF | 2'797'200 | 2'797'200 | 1'350'040 | 1'350'040 | 118'908 CHF | 132'439 CHF | 99.89% | 99.89% |
19.11.2024 | 10.92% | 0.09 CHF | 0.10 CHF | 2'823'700 | 2'823'700 | 1'371'180 | 1'371'180 | 120'525 CHF | 134'258 CHF | 100.00% | 100.00% |
18.11.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 1'452'200 | 1'452'200 | 126'602 CHF | 141'146 CHF | 99.85% | 99.85% |
15.11.2024 | 11.05% | 0.08 CHF | 0.09 CHF | 2'829'700 | 2'829'700 | 1'365'570 | 1'365'570 | 117'639 CHF | 131'315 CHF | 99.99% | 99.99% |
14.11.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 2'732'800 | 2'732'800 | 1'301'350 | 1'301'350 | 123'076 CHF | 136'109 CHF | 100.00% | 100.00% |
13.11.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 2'446'100 | 2'446'100 | 1'177'740 | 1'177'740 | 120'374 CHF | 132'169 CHF | 100.00% | 100.00% |
12.11.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 2'226'700 | 2'226'700 | 1'054'750 | 1'054'750 | 116'666 CHF | 127'230 CHF | 100.00% | 100.00% |
11.11.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 2'140'800 | 2'140'800 | 1'031'420 | 1'031'420 | 118'414 CHF | 128'744 CHF | 100.00% | 100.00% |
08.11.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 2'058'600 | 2'058'600 | 976'176 | 976'176 | 118'875 CHF | 128'651 CHF | 99.85% | 99.85% |
07.11.2024 | 8.64% | 0.12 CHF | 0.13 CHF | 2'252'200 | 2'252'200 | 1'102'510 | 1'102'510 | 127'024 CHF | 138'097 CHF | 100.00% | 100.00% |