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 | 9.79% | 0.10 CHF | 0.11 CHF | 1'075'900 | 1'075'900 | 482'525 | 482'525 | 48'058 CHF | 52'894 CHF | 99.90% | 99.90% |
19.11.2024 | 10.10% | 0.11 CHF | 0.12 CHF | 1'189'100 | 1'189'100 | 527'062 | 527'062 | 51'892 CHF | 57'173 CHF | 100.00% | 100.00% |
18.11.2024 | 11.27% | 0.09 CHF | 0.10 CHF | 1'320'300 | 1'320'300 | 570'996 | 570'996 | 48'808 CHF | 54'529 CHF | 99.63% | 99.63% |
15.11.2024 | 6.99% | 0.10 CHF | 0.11 CHF | 706'200 | 706'200 | 233'053 | 233'053 | 28'806 CHF | 31'142 CHF | 98.89% | 98.89% |
14.11.2024 | 8.00% | 0.14 CHF | 0.14 CHF | 944'100 | 944'100 | 422'826 | 422'826 | 53'991 CHF | 58'232 CHF | 47.74% | 94.45% |
13.11.2024 | - | 0.68 CHF | - CHF | 162'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
12.11.2024 | - | 0.76 CHF | - CHF | 162'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.76 CHF | - CHF | 136'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
08.11.2024 | - | 0.84 CHF | - CHF | 138'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | - | 0.82 CHF | - CHF | 138'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |