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 | 10.76% | 0.09 CHF | 0.10 CHF | 929'300 | 929'300 | 321'970 | 321'970 | 28'499 CHF | 31'722 CHF | 99.10% | 99.10% |
19.11.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 873'800 | 873'800 | 300'370 | 300'370 | 26'616 CHF | 29'623 CHF | 99.38% | 99.38% |
18.11.2024 | 11.14% | 0.10 CHF | 0.11 CHF | 937'400 | 937'400 | 313'888 | 313'888 | 27'876 CHF | 31'019 CHF | 98.55% | 99.90% |
15.11.2024 | 12.20% | 0.12 CHF | 0.13 CHF | 271'200 | 271'200 | 75'908 | 75'908 | 9'656 CHF | 10'552 CHF | 98.50% | 99.25% |
14.11.2024 | - | 0.37 CHF | - CHF | 273'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
13.11.2024 | - | 0.32 CHF | - CHF | 239'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | - | 0.38 CHF | - CHF | 215'800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | - | 0.44 CHF | - CHF | 187'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
08.11.2024 | - | 0.53 CHF | - CHF | 168'200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 2.24% | 0.49 CHF | 0.51 CHF | 213'800 | 213'800 | 47'920 | 47'920 | 22'310 CHF | 22'791 CHF | 84.39% | 100.00% |