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 | 20.22% | 0.04 CHF | 0.05 CHF | 780'100 | 780'100 | 770'445 | 770'445 | 34'329 CHF | 42'033 CHF | 100.00% | 100.00% |
19.11.2024 | 19.10% | 0.05 CHF | 0.06 CHF | 712'400 | 712'400 | 706'671 | 706'671 | 33'540 CHF | 40'607 CHF | 100.00% | 100.00% |
18.11.2024 | 17.99% | 0.06 CHF | 0.07 CHF | 647'000 | 647'000 | 648'754 | 648'754 | 32'857 CHF | 39'345 CHF | 100.00% | 100.00% |
15.11.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 709'900 | 709'900 | 707'288 | 707'288 | 41'326 CHF | 48'399 CHF | 100.00% | 100.00% |
14.11.2024 | 18.85% | 0.05 CHF | 0.06 CHF | 807'700 | 807'700 | 816'122 | 816'122 | 39'346 CHF | 47'507 CHF | 99.35% | 99.35% |
13.11.2024 | 15.21% | 0.04 CHF | 0.05 CHF | 454'700 | 454'700 | 431'205 | 431'205 | 27'923 CHF | 32'235 CHF | 99.46% | 99.46% |
12.11.2024 | 9.69% | 0.09 CHF | 0.10 CHF | 399'100 | 399'100 | 393'200 | 393'200 | 38'641 CHF | 42'573 CHF | 100.00% | 100.00% |
11.11.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 384'800 | 384'800 | 385'276 | 385'276 | 39'274 CHF | 43'127 CHF | 99.93% | 99.93% |
08.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 336'600 | 336'600 | 333'736 | 333'736 | 33'843 CHF | 37'180 CHF | 100.00% | 100.00% |
07.11.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 372'500 | 372'500 | 370'220 | 370'220 | 47'866 CHF | 51'568 CHF | 99.43% | 99.43% |