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 | 4.92% | 0.21 CHF | 0.22 CHF | 947'500 | 947'500 | 346'144 | 346'144 | 70'699 CHF | 74'168 CHF | 99.83% | 99.83% |
19.11.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 948'100 | 948'100 | 347'299 | 347'299 | 72'557 CHF | 76'036 CHF | 100.00% | 100.00% |
18.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 882'600 | 882'600 | 327'540 | 327'540 | 70'268 CHF | 73'549 CHF | 99.91% | 99.91% |
15.11.2024 | 4.93% | 0.22 CHF | 0.23 CHF | 1'024'900 | 1'024'900 | 369'164 | 369'164 | 75'968 CHF | 79'668 CHF | 99.47% | 99.47% |
14.11.2024 | 5.52% | 0.19 CHF | 0.20 CHF | 1'015'300 | 1'015'300 | 365'245 | 365'245 | 65'637 CHF | 69'296 CHF | 100.00% | 100.00% |
13.11.2024 | 5.95% | 0.19 CHF | 0.20 CHF | 1'228'300 | 1'228'300 | 443'145 | 443'145 | 75'600 CHF | 80'039 CHF | 100.00% | 100.00% |
12.11.2024 | 6.60% | 0.17 CHF | 0.18 CHF | 1'479'600 | 1'479'600 | 516'820 | 516'820 | 81'509 CHF | 86'687 CHF | 99.47% | 99.47% |
11.11.2024 | 7.73% | 0.14 CHF | 0.15 CHF | 1'621'500 | 1'621'500 | 587'337 | 587'337 | 77'580 CHF | 83'463 CHF | 99.89% | 99.89% |
08.11.2024 | 8.25% | 0.12 CHF | 0.13 CHF | 1'666'100 | 1'666'100 | 610'010 | 610'010 | 72'635 CHF | 78'746 CHF | 100.00% | 100.00% |
07.11.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 1'551'000 | 1'551'000 | 573'866 | 573'866 | 66'773 CHF | 72'534 CHF | 99.76% | 99.76% |