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 | 13.17% | 0.07 CHF | 0.08 CHF | 609'100 | 609'100 | 201'627 | 201'627 | 14'684 CHF | 16'738 CHF | 99.90% | 99.90% |
19.11.2024 | 26.08% | 0.08 CHF | 0.09 CHF | 749'100 | 749'100 | 216'797 | 216'797 | 17'446 CHF | 20'438 CHF | 100.00% | 100.00% |
18.11.2024 | 23.31% | 0.08 CHF | 0.09 CHF | 760'800 | 760'800 | 231'933 | 231'933 | 17'387 CHF | 19'829 CHF | 88.25% | 99.60% |
15.11.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 772'200 | 772'200 | 267'458 | 267'458 | 18'813 CHF | 21'494 CHF | 98.94% | 98.94% |
14.11.2024 | 15.59% | 0.07 CHF | 0.08 CHF | 909'900 | 909'900 | 312'635 | 312'635 | 19'268 CHF | 22'398 CHF | 100.00% | 100.00% |
13.11.2024 | 17.44% | 0.06 CHF | 0.07 CHF | 1'016'000 | 1'016'000 | 349'215 | 349'215 | 18'960 CHF | 22'456 CHF | 100.00% | 100.00% |
12.11.2024 | 27.42% | 0.05 CHF | 0.06 CHF | 1'158'700 | 1'158'700 | 369'282 | 369'282 | 17'608 CHF | 21'391 CHF | 96.78% | 99.91% |
11.11.2024 | 19.02% | 0.05 CHF | 0.06 CHF | 1'004'900 | 1'004'900 | 347'461 | 347'461 | 15'956 CHF | 19'435 CHF | 99.89% | 99.89% |
08.11.2024 | 16.10% | 0.05 CHF | 0.06 CHF | 865'500 | 865'500 | 303'332 | 303'332 | 16'728 CHF | 19'765 CHF | 100.00% | 100.00% |
07.11.2024 | 13.89% | 0.07 CHF | 0.08 CHF | 774'100 | 774'100 | 267'488 | 267'488 | 17'836 CHF | 20'514 CHF | 99.90% | 99.90% |