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 | 22.05% | 0.08 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 41'319 CHF | 7'729 CHF | 100.00% | 100.00% |
19.11.2024 | 13.61% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'749 CHF | 5'968 CHF | 97.59% | 97.59% |
18.11.2024 | 15.44% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 405'804 | 63'965 | 27'990 CHF | 5'180 CHF | 99.94% | 99.94% |
15.11.2024 | 6.58% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 306'568 | 49'967 | 50'484 CHF | 9'199 CHF | 78.04% | 78.04% |
14.11.2024 | 3.51% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 164'657 | 50'000 | 51'736 CHF | 16'307 CHF | 99.44% | 99.44% |
13.11.2024 | 3.93% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 176'924 | 49'818 | 51'149 CHF | 15'026 CHF | 98.87% | 98.87% |
12.11.2024 | 3.30% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 158'205 | 50'000 | 51'949 CHF | 17'083 CHF | 87.66% | 87.66% |
11.11.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 166'436 | 50'000 | 51'846 CHF | 16'159 CHF | 98.45% | 98.45% |
08.11.2024 | 4.28% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 196'385 | 50'000 | 50'813 CHF | 13'551 CHF | 99.99% | 99.99% |
07.11.2024 | 4.59% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 199'362 | 72'384 | 48'997 CHF | 18'785 CHF | 98.36% | 98.36% |