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 | 16.64% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'085'280 | 1'085'280 | 62'907 CHF | 73'772 CHF | 99.78% | 99.78% |
19.11.2024 | 16.94% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'075'200 | 1'075'200 | 59'136 CHF | 69'902 CHF | 100.00% | 100.00% |
18.11.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'064'160 | 1'064'160 | 61'014 CHF | 71'669 CHF | 99.90% | 99.90% |
15.11.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'042'380 | 1'042'380 | 62'543 CHF | 72'979 CHF | 100.00% | 100.00% |
14.11.2024 | 15.47% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'027'270 | 1'027'270 | 63'926 CHF | 74'212 CHF | 100.00% | 100.00% |
13.11.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'058'020 | 1'058'020 | 63'481 CHF | 74'075 CHF | 100.00% | 100.00% |
12.11.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 2'840'500 | 2'840'500 | 982'227 | 982'227 | 60'588 CHF | 70'423 CHF | 100.00% | 100.00% |
11.11.2024 | 14.50% | 0.07 CHF | 0.08 CHF | 2'961'800 | 2'961'800 | 1'023'980 | 1'023'980 | 68'184 CHF | 78'437 CHF | 99.77% | 99.77% |
08.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 2'152'200 | 2'152'200 | 595'703 | 595'703 | 37'892 CHF | 43'853 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.09 CHF | - CHF | 2'279'700 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |