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 | 6.87% | 0.07 CHF | 0.07 CHF | 2'041'400 | 2'041'400 | 2'041'400 | 2'041'400 | 143'920 CHF | 154'127 CHF | 100.00% | 100.00% |
19.11.2024 | 7.78% | 0.07 CHF | 0.07 CHF | 1'650'600 | 1'650'600 | 1'650'600 | 1'650'600 | 103'183 CHF | 111'436 CHF | 100.00% | 100.00% |
18.11.2024 | 5.40% | 0.09 CHF | 0.10 CHF | 1'656'100 | 1'656'100 | 1'656'100 | 1'656'100 | 149'363 CHF | 157'643 CHF | 100.00% | 100.00% |
15.11.2024 | 5.59% | 0.09 CHF | 0.09 CHF | 1'770'500 | 1'770'500 | 1'770'500 | 1'770'500 | 154'235 CHF | 163'087 CHF | 100.00% | 100.00% |
14.11.2024 | 6.50% | 0.08 CHF | 0.09 CHF | 2'114'000 | 2'114'000 | 2'114'000 | 2'114'000 | 157'841 CHF | 168'411 CHF | 100.00% | 100.00% |
13.11.2024 | 7.05% | 0.07 CHF | 0.07 CHF | 2'062'500 | 2'062'500 | 2'062'500 | 2'062'500 | 141'534 CHF | 151'846 CHF | 100.00% | 100.00% |
12.11.2024 | 6.09% | 0.07 CHF | 0.07 CHF | 1'573'200 | 1'573'200 | 1'573'200 | 1'573'200 | 125'686 CHF | 133'552 CHF | 100.00% | 100.00% |
11.11.2024 | 5.45% | 0.09 CHF | 0.10 CHF | 1'831'700 | 1'831'700 | 1'831'700 | 1'831'700 | 163'641 CHF | 172'800 CHF | 100.00% | 100.00% |
08.11.2024 | 6.20% | 0.08 CHF | 0.08 CHF | 1'644'100 | 1'644'100 | 1'644'100 | 1'644'100 | 128'693 CHF | 136'913 CHF | 100.00% | 100.00% |
07.11.2024 | 5.13% | 0.09 CHF | 0.10 CHF | 1'639'700 | 1'639'700 | 1'639'700 | 1'639'700 | 155'792 CHF | 163'990 CHF | 99.68% | 99.68% |