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 | 11.55% | 0.08 CHF | 0.09 CHF | 1'569'100 | 1'569'100 | 671'363 | 671'363 | 56'060 CHF | 62'823 CHF | 99.34% | 99.34% |
19.11.2024 | 13.15% | 0.08 CHF | 0.09 CHF | 1'538'800 | 1'538'800 | 668'745 | 668'745 | 52'132 CHF | 58'986 CHF | 99.89% | 99.89% |
18.11.2024 | 14.53% | 0.08 CHF | 0.09 CHF | 1'845'100 | 1'845'100 | 814'782 | 814'782 | 52'590 CHF | 60'771 CHF | 99.76% | 99.76% |
15.11.2024 | 18.31% | 0.06 CHF | 0.07 CHF | 2'527'600 | 2'527'600 | 1'146'340 | 1'146'340 | 58'378 CHF | 69'865 CHF | 100.00% | 100.00% |
14.11.2024 | 16.40% | 0.05 CHF | 0.06 CHF | 2'427'200 | 2'427'200 | 1'054'870 | 1'054'870 | 57'627 CHF | 68'200 CHF | 98.49% | 98.49% |
13.11.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 1'375'900 | 1'375'900 | 617'696 | 617'696 | 54'308 CHF | 60'496 CHF | 99.94% | 99.94% |
12.11.2024 | 10.55% | 0.08 CHF | 0.09 CHF | 1'360'700 | 1'360'700 | 586'085 | 586'085 | 53'565 CHF | 59'443 CHF | 98.40% | 98.40% |
11.11.2024 | 11.18% | 0.10 CHF | 0.11 CHF | 1'955'600 | 1'955'600 | 893'893 | 893'893 | 77'730 CHF | 86'690 CHF | 99.76% | 99.76% |
08.11.2024 | 19.74% | 0.05 CHF | 0.06 CHF | 2'693'800 | 2'693'800 | 1'244'030 | 1'244'030 | 60'645 CHF | 73'109 CHF | 99.05% | 99.05% |
07.11.2024 | 24.63% | 0.05 CHF | 0.06 CHF | 2'862'800 | 2'862'800 | 1'324'020 | 1'324'020 | 50'802 CHF | 64'133 CHF | 99.96% | 99.96% |