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 | 10.58% | 0.09 CHF | 0.10 CHF | 1'031'700 | 1'031'700 | 1'031'700 | 1'031'700 | 92'371 CHF | 102'688 CHF | 100.00% | 100.00% |
19.11.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1'106'100 | 1'106'100 | 1'084'360 | 1'084'360 | 103'139 CHF | 113'983 CHF | 99.90% | 99.90% |
18.11.2024 | 10.29% | 0.10 CHF | 0.11 CHF | 1'043'600 | 1'043'600 | 1'047'390 | 1'047'390 | 96'583 CHF | 107'057 CHF | 100.00% | 100.00% |
15.11.2024 | 10.01% | 0.10 CHF | 0.11 CHF | 1'054'600 | 1'054'600 | 1'054'600 | 1'054'600 | 100'127 CHF | 110'673 CHF | 100.00% | 100.00% |
14.11.2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1'052'900 | 1'052'900 | 1'073'450 | 1'073'450 | 102'140 CHF | 112'875 CHF | 100.00% | 100.00% |
13.11.2024 | 10.11% | 0.10 CHF | 0.11 CHF | 1'036'100 | 1'036'100 | 1'036'100 | 1'036'100 | 97'321 CHF | 107'682 CHF | 100.00% | 100.00% |
12.11.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 1'097'800 | 1'097'800 | 1'097'800 | 1'097'800 | 100'223 CHF | 111'201 CHF | 99.92% | 99.92% |
11.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1'112'200 | 1'112'200 | 1'112'200 | 1'112'200 | 99'366 CHF | 110'488 CHF | 100.00% | 100.00% |
08.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1'253'500 | 1'253'500 | 1'253'500 | 1'253'500 | 111'963 CHF | 124'498 CHF | 98.95% | 98.95% |
07.11.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1'045'000 | 1'045'000 | 1'045'000 | 1'045'000 | 87'330 CHF | 97'780 CHF | 100.00% | 100.00% |