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 | 12.86% | 0.07 CHF | 0.08 CHF | 2'010'800 | 2'010'800 | 819'529 | 819'529 | 59'936 CHF | 68'149 CHF | 99.89% | 99.89% |
19.11.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 1'850'300 | 1'850'300 | 731'510 | 731'510 | 56'686 CHF | 64'015 CHF | 99.95% | 99.95% |
18.11.2024 | 12.18% | 0.08 CHF | 0.09 CHF | 1'957'300 | 1'957'300 | 748'523 | 748'523 | 59'141 CHF | 66'640 CHF | 99.89% | 99.89% |
15.11.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'792'500 | 1'792'500 | 710'960 | 710'960 | 58'167 CHF | 65'298 CHF | 100.00% | 100.00% |
14.11.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 1'750'400 | 1'750'400 | 706'753 | 706'753 | 63'463 CHF | 70'544 CHF | 99.76% | 99.76% |
13.11.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1'980'600 | 1'980'600 | 803'107 | 803'107 | 61'349 CHF | 69'394 CHF | 100.00% | 100.00% |
12.11.2024 | 11.80% | 0.07 CHF | 0.08 CHF | 1'760'700 | 1'760'700 | 700'870 | 700'870 | 55'779 CHF | 62'800 CHF | 99.95% | 99.95% |
11.11.2024 | 9.60% | 0.09 CHF | 0.10 CHF | 1'461'500 | 1'461'500 | 557'217 | 557'217 | 55'659 CHF | 61'242 CHF | 99.35% | 99.35% |
08.11.2024 | 9.37% | 0.11 CHF | 0.12 CHF | 1'401'900 | 1'401'900 | 555'856 | 555'856 | 58'131 CHF | 63'699 CHF | 99.53% | 99.53% |
07.11.2024 | 10.40% | 0.11 CHF | 0.12 CHF | 1'590'400 | 1'590'400 | 661'421 | 661'421 | 63'569 CHF | 70'198 CHF | 99.86% | 99.86% |