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 | 15.64% | 0.06 CHF | 0.07 CHF | 2'111'600 | 2'111'600 | 941'254 | 941'254 | 56'536 CHF | 65'967 CHF | 99.90% | 99.90% |
19.11.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 1'733'400 | 1'733'400 | 733'629 | 733'629 | 51'870 CHF | 59'226 CHF | 99.86% | 99.86% |
18.11.2024 | 14.47% | 0.07 CHF | 0.08 CHF | 2'081'300 | 2'081'300 | 926'304 | 926'304 | 60'922 CHF | 70'197 CHF | 98.23% | 98.23% |
15.11.2024 | 12.88% | 0.06 CHF | 0.07 CHF | 1'585'600 | 1'585'600 | 663'455 | 663'455 | 46'469 CHF | 53'114 CHF | 99.71% | 99.71% |
14.11.2024 | 9.12% | 0.11 CHF | 0.12 CHF | 1'127'800 | 1'127'800 | 519'753 | 519'753 | 53'573 CHF | 58'780 CHF | 100.00% | 100.00% |
13.11.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 1'020'500 | 1'020'500 | 456'593 | 456'593 | 52'752 CHF | 57'326 CHF | 100.00% | 100.00% |
12.11.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 1'070'800 | 1'070'800 | 478'192 | 478'192 | 55'563 CHF | 60'354 CHF | 99.89% | 99.89% |
11.11.2024 | 5.90% | 0.13 CHF | 0.14 CHF | 762'500 | 762'500 | 324'663 | 324'663 | 51'935 CHF | 55'188 CHF | 99.90% | 99.90% |
08.11.2024 | 4.14% | 0.19 CHF | 0.20 CHF | 548'000 | 548'000 | 233'420 | 233'420 | 54'589 CHF | 56'927 CHF | 98.91% | 98.91% |
07.11.2024 | 2.95% | 0.28 CHF | 0.29 CHF | 456'200 | 456'200 | 217'533 | 217'533 | 69'514 CHF | 71'693 CHF | 55.44% | 97.44% |