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 | 15.50% | 0.06 CHF | 0.07 CHF | 1'741'200 | 1'741'200 | 1'733'680 | 1'733'680 | 103'256 CHF | 120'593 CHF | 100.00% | 100.00% |
19.11.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 1'625'800 | 1'625'800 | 1'614'300 | 1'614'300 | 91'647 CHF | 107'790 CHF | 99.45% | 99.45% |
18.11.2024 | 14.10% | 0.07 CHF | 0.08 CHF | 1'431'700 | 1'431'700 | 1'425'800 | 1'425'800 | 94'040 CHF | 108'298 CHF | 100.00% | 100.00% |
15.11.2024 | 13.38% | 0.07 CHF | 0.08 CHF | 1'363'800 | 1'363'800 | 1'358'180 | 1'358'180 | 94'717 CHF | 108'298 CHF | 100.00% | 100.00% |
14.11.2024 | 13.35% | 0.08 CHF | 0.09 CHF | 1'544'900 | 1'544'900 | 1'542'780 | 1'542'780 | 107'943 CHF | 123'371 CHF | 100.00% | 100.00% |
13.11.2024 | 14.10% | 0.07 CHF | 0.08 CHF | 1'409'800 | 1'409'800 | 1'330'290 | 1'330'290 | 87'828 CHF | 101'130 CHF | 100.00% | 100.00% |
12.11.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 1'454'800 | 1'454'800 | 1'434'100 | 1'434'100 | 110'166 CHF | 124'539 CHF | 98.83% | 98.83% |
11.11.2024 | 13.83% | 0.07 CHF | 0.08 CHF | 1'596'400 | 1'596'400 | 1'614'990 | 1'614'990 | 108'943 CHF | 125'093 CHF | 99.44% | 99.44% |
08.11.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 1'682'200 | 1'682'200 | 1'675'260 | 1'675'260 | 99'815 CHF | 116'567 CHF | 100.00% | 100.00% |
07.11.2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1'775'900 | 1'775'900 | 1'768'580 | 1'768'580 | 106'861 CHF | 124'546 CHF | 100.00% | 100.00% |