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 | 12.61% | 0.07 CHF | 0.08 CHF | 2'395'800 | 2'395'800 | 837'797 | 837'797 | 61'112 CHF | 69'500 CHF | 99.78% | 99.78% |
19.11.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 2'543'800 | 2'543'800 | 876'290 | 876'290 | 67'369 CHF | 76'142 CHF | 100.00% | 100.00% |
18.11.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 2'538'200 | 2'538'200 | 873'400 | 873'400 | 65'468 CHF | 74'213 CHF | 99.90% | 99.90% |
15.11.2024 | 13.47% | 0.08 CHF | 0.09 CHF | 2'736'900 | 2'736'900 | 933'344 | 933'344 | 66'815 CHF | 76'159 CHF | 100.00% | 100.00% |
14.11.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 2'475'500 | 2'475'500 | 839'707 | 839'707 | 58'645 CHF | 67'053 CHF | 100.00% | 100.00% |
13.11.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 2'558'500 | 2'558'500 | 888'197 | 888'197 | 62'664 CHF | 71'557 CHF | 100.00% | 100.00% |
12.11.2024 | 13.92% | 0.07 CHF | 0.08 CHF | 2'963'400 | 2'963'400 | 1'024'030 | 1'024'030 | 70'705 CHF | 80'958 CHF | 100.00% | 100.00% |
11.11.2024 | 13.79% | 0.07 CHF | 0.08 CHF | 2'625'300 | 2'625'300 | 908'253 | 908'253 | 60'657 CHF | 69'751 CHF | 99.77% | 99.77% |
08.11.2024 | 14.76% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 872'421 | 872'421 | 59'155 CHF | 67'887 CHF | 99.21% | 99.21% |
07.11.2024 | - | 0.06 CHF | - CHF | 2'878'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |