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 | 7.78% | 0.13 CHF | 0.14 CHF | 961'000 | 961'000 | 963'754 | 963'754 | 119'113 CHF | 128'751 CHF | 100.00% | 100.00% |
19.11.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 916'200 | 916'200 | 924'985 | 924'985 | 120'964 CHF | 130'214 CHF | 99.87% | 99.87% |
18.11.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 967'700 | 967'700 | 966'739 | 966'739 | 126'612 CHF | 136'280 CHF | 100.00% | 100.00% |
15.11.2024 | 8.25% | 0.13 CHF | 0.14 CHF | 1'391'600 | 1'391'600 | 1'350'740 | 1'350'740 | 157'349 CHF | 170'857 CHF | 100.00% | 100.00% |
14.11.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1'282'000 | 1'282'000 | 1'279'380 | 1'279'380 | 126'741 CHF | 139'535 CHF | 100.00% | 100.00% |
13.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1'291'200 | 1'291'200 | 1'297'960 | 1'297'960 | 131'906 CHF | 144'886 CHF | 100.00% | 100.00% |
12.11.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 1'213'000 | 1'213'000 | 1'219'370 | 1'219'370 | 118'600 CHF | 130'794 CHF | 99.89% | 99.89% |
11.11.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1'182'400 | 1'182'400 | 1'183'430 | 1'183'430 | 118'711 CHF | 130'546 CHF | 100.00% | 100.00% |
08.11.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 1'180'400 | 1'180'400 | 1'185'310 | 1'185'310 | 125'609 CHF | 137'462 CHF | 98.92% | 98.92% |
07.11.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1'066'200 | 1'066'200 | 1'076'710 | 1'076'710 | 117'037 CHF | 127'804 CHF | 100.00% | 100.00% |