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% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'549'820 | 1'549'820 | 118'896 CHF | 134'430 CHF | 99.89% | 99.89% |
19.11.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'545'140 | 1'545'140 | 116'788 CHF | 132'264 CHF | 100.00% | 100.00% |
18.11.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 2'818'200 | 2'818'200 | 1'357'830 | 1'357'830 | 107'074 CHF | 120'673 CHF | 99.86% | 99.86% |
15.11.2024 | 11.86% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 1'532'470 | 1'532'470 | 125'244 CHF | 140'593 CHF | 99.99% | 99.99% |
14.11.2024 | 12.79% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 1'507'960 | 1'507'960 | 112'580 CHF | 127'683 CHF | 100.00% | 100.00% |
13.11.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'649'320 | 1'649'320 | 114'446 CHF | 130'966 CHF | 100.00% | 100.00% |
12.11.2024 | 14.82% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 1'735'720 | 1'735'720 | 111'098 CHF | 128'485 CHF | 100.00% | 100.00% |
11.11.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'748'660 | 1'748'660 | 106'340 CHF | 123'857 CHF | 100.00% | 100.00% |
08.11.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'798'180 | 1'798'180 | 102'201 CHF | 120'215 CHF | 99.85% | 99.85% |
07.11.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 1'667'700 | 1'667'700 | 104'335 CHF | 121'091 CHF | 100.00% | 100.00% |