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 | 15.57% | 0.06 CHF | 0.07 CHF | 2'129'900 | 2'129'900 | 2'094'620 | 2'094'620 | 124'246 CHF | 145'192 CHF | 100.00% | 100.00% |
19.11.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 1'585'500 | 1'585'500 | 1'586'120 | 1'586'120 | 93'382 CHF | 109'243 CHF | 99.30% | 99.30% |
18.11.2024 | 10.70% | 0.08 CHF | 0.09 CHF | 1'330'900 | 1'330'900 | 1'322'450 | 1'322'450 | 117'228 CHF | 130'453 CHF | 100.00% | 100.00% |
15.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'267'900 | 1'267'900 | 1'261'170 | 1'261'170 | 126'225 CHF | 138'837 CHF | 100.00% | 100.00% |
14.11.2024 | 8.55% | 0.11 CHF | 0.12 CHF | 1'682'000 | 1'682'000 | 1'641'050 | 1'641'050 | 184'375 CHF | 200'786 CHF | 99.39% | 99.39% |
13.11.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 1'870'100 | 1'870'100 | 1'855'000 | 1'855'000 | 127'048 CHF | 145'599 CHF | 100.00% | 100.00% |
12.11.2024 | 10.97% | 0.07 CHF | 0.08 CHF | 1'287'500 | 1'287'500 | 1'252'830 | 1'252'830 | 108'391 CHF | 120'920 CHF | 99.28% | 99.28% |
11.11.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 1'347'600 | 1'347'600 | 1'342'040 | 1'342'040 | 145'662 CHF | 159'083 CHF | 100.00% | 100.00% |
08.11.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 1'113'300 | 1'113'300 | 1'104'440 | 1'104'440 | 111'809 CHF | 122'853 CHF | 98.92% | 98.92% |
07.11.2024 | 8.56% | 0.13 CHF | 0.14 CHF | 1'229'400 | 1'229'400 | 1'244'340 | 1'244'340 | 139'449 CHF | 151'893 CHF | 100.00% | 100.00% |