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 | 9.27% | 0.11 CHF | 0.12 CHF | 955'900 | 955'900 | 939'150 | 939'150 | 96'627 CHF | 106'018 CHF | 100.00% | 100.00% |
19.11.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 1'049'800 | 1'049'800 | 1'041'620 | 1'041'620 | 110'871 CHF | 121'287 CHF | 100.00% | 100.00% |
18.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'003'000 | 1'003'000 | 1'002'820 | 1'002'820 | 100'318 CHF | 110'346 CHF | 100.00% | 100.00% |
15.11.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 987'100 | 987'100 | 979'024 | 979'024 | 97'741 CHF | 107'531 CHF | 100.00% | 100.00% |
14.11.2024 | 9.20% | 0.10 CHF | 0.11 CHF | 899'600 | 899'600 | 905'882 | 905'882 | 94'058 CHF | 103'117 CHF | 100.00% | 100.00% |
13.11.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 911'700 | 911'700 | 905'500 | 905'500 | 99'196 CHF | 108'251 CHF | 100.00% | 100.00% |
12.11.2024 | 9.14% | 0.12 CHF | 0.13 CHF | 1'127'800 | 1'127'800 | 1'104'530 | 1'104'530 | 115'518 CHF | 126'563 CHF | 99.85% | 99.85% |
11.11.2024 | 10.45% | 0.10 CHF | 0.11 CHF | 1'059'000 | 1'059'000 | 1'057'800 | 1'057'800 | 96'006 CHF | 106'584 CHF | 99.68% | 99.68% |
08.11.2024 | 10.14% | 0.10 CHF | 0.11 CHF | 1'241'700 | 1'241'700 | 1'238'790 | 1'238'790 | 116'011 CHF | 128'399 CHF | 99.17% | 99.17% |
07.11.2024 | 11.05% | 0.08 CHF | 0.09 CHF | 1'036'900 | 1'036'900 | 1'052'300 | 1'052'300 | 90'152 CHF | 100'675 CHF | 100.00% | 100.00% |