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 | 8.41% | 0.12 CHF | 0.13 CHF | 1'308'500 | 1'308'500 | 577'521 | 577'521 | 67'841 CHF | 73'627 CHF | 99.90% | 99.90% |
19.11.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 1'382'700 | 1'382'700 | 617'024 | 617'024 | 67'910 CHF | 74'092 CHF | 99.86% | 99.86% |
18.11.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 1'474'800 | 1'474'800 | 653'976 | 653'976 | 69'446 CHF | 75'998 CHF | 97.91% | 97.91% |
15.11.2024 | 10.73% | 0.10 CHF | 0.11 CHF | 1'661'900 | 1'661'900 | 662'324 | 662'324 | 61'905 CHF | 68'541 CHF | 99.40% | 99.40% |
14.11.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1'626'800 | 1'626'800 | 742'111 | 742'111 | 67'743 CHF | 75'178 CHF | 100.00% | 100.00% |
13.11.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 1'793'700 | 1'793'700 | 786'951 | 786'951 | 67'111 CHF | 74'995 CHF | 100.00% | 100.00% |
12.11.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 1'945'900 | 1'945'900 | 868'499 | 868'499 | 69'289 CHF | 77'990 CHF | 99.89% | 99.89% |
11.11.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 1'956'400 | 1'956'400 | 876'876 | 876'876 | 65'781 CHF | 74'566 CHF | 99.90% | 99.90% |
08.11.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 2'058'700 | 2'058'700 | 916'042 | 916'042 | 68'696 CHF | 77'874 CHF | 98.90% | 98.90% |
07.11.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 2'036'100 | 2'036'100 | 908'431 | 908'431 | 64'295 CHF | 73'396 CHF | 100.00% | 100.00% |