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 | 9.97% | 0.10 CHF | 0.11 CHF | 1'335'400 | 1'335'400 | 1'339'220 | 1'339'220 | 127'706 CHF | 141'098 CHF | 100.00% | 100.00% |
19.11.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 1'394'900 | 1'394'900 | 1'408'140 | 1'408'140 | 127'132 CHF | 141'213 CHF | 99.86% | 99.86% |
18.11.2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1'370'300 | 1'370'300 | 1'368'930 | 1'368'930 | 124'041 CHF | 137'730 CHF | 100.00% | 100.00% |
15.11.2024 | 8.73% | 0.09 CHF | 0.10 CHF | 987'600 | 987'600 | 958'665 | 958'665 | 105'481 CHF | 115'067 CHF | 100.00% | 100.00% |
14.11.2024 | 7.11% | 0.14 CHF | 0.14 CHF | 920'200 | 920'200 | 918'329 | 918'329 | 124'498 CHF | 133'681 CHF | 100.00% | 100.00% |
13.11.2024 | 7.33% | 0.14 CHF | 0.14 CHF | 916'100 | 916'100 | 920'885 | 920'885 | 121'146 CHF | 130'355 CHF | 100.00% | 100.00% |
12.11.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 933'000 | 933'000 | 937'928 | 937'928 | 128'949 CHF | 138'328 CHF | 99.89% | 99.89% |
11.11.2024 | 7.18% | 0.14 CHF | 0.14 CHF | 963'500 | 963'500 | 964'329 | 964'329 | 129'491 CHF | 139'135 CHF | 100.00% | 100.00% |
08.11.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 981'500 | 981'500 | 985'611 | 985'611 | 124'852 CHF | 134'708 CHF | 98.91% | 98.91% |
07.11.2024 | 7.79% | 0.13 CHF | 0.14 CHF | 1'038'400 | 1'038'400 | 1'048'610 | 1'048'610 | 129'443 CHF | 139'929 CHF | 100.00% | 100.00% |