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 | 5.26% | 0.09 CHF | 0.10 CHF | 1'915'600 | 1'915'600 | 1'873'920 | 1'873'920 | 173'463 CHF | 182'832 CHF | 100.00% | 100.00% |
19.11.2024 | 5.04% | 0.10 CHF | 0.11 CHF | 1'846'500 | 1'846'500 | 1'949'310 | 1'949'310 | 188'264 CHF | 198'011 CHF | 100.00% | 100.00% |
18.11.2024 | 5.40% | 0.09 CHF | 0.10 CHF | 2'017'300 | 2'017'300 | 2'012'730 | 2'012'730 | 181'360 CHF | 191'424 CHF | 100.00% | 100.00% |
15.11.2024 | 5.44% | 0.09 CHF | 0.10 CHF | 2'010'600 | 2'010'600 | 2'033'800 | 2'033'800 | 181'950 CHF | 192'119 CHF | 98.67% | 98.67% |
14.11.2024 | 5.59% | 0.09 CHF | 0.10 CHF | 2'048'800 | 2'048'800 | 1'884'730 | 1'884'730 | 164'229 CHF | 173'652 CHF | 99.91% | 99.91% |
13.11.2024 | 4.92% | 0.10 CHF | 0.10 CHF | 1'777'900 | 1'777'900 | 1'756'570 | 1'756'570 | 174'244 CHF | 183'026 CHF | 100.00% | 100.00% |
12.11.2024 | 4.85% | 0.10 CHF | 0.11 CHF | 1'742'600 | 1'742'600 | 1'717'720 | 1'717'720 | 172'793 CHF | 181'381 CHF | 100.00% | 100.00% |
11.11.2024 | 4.63% | 0.11 CHF | 0.11 CHF | 1'701'500 | 1'701'500 | 1'550'350 | 1'550'350 | 163'421 CHF | 171'173 CHF | 100.00% | 100.00% |
08.11.2024 | 4.01% | 0.12 CHF | 0.13 CHF | 1'450'800 | 1'450'800 | 1'497'980 | 1'497'980 | 183'283 CHF | 190'773 CHF | 100.00% | 100.00% |
07.11.2024 | 4.18% | 0.12 CHF | 0.13 CHF | 1'529'300 | 1'529'300 | 1'552'880 | 1'552'880 | 181'750 CHF | 189'514 CHF | 100.00% | 100.00% |