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% | 0.07 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'776 CHF | 9'955 CHF | 14.13% | 99.38% |
19.11.2024 | 12.23% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 499'240 | 100'000 | 38'779 CHF | 8'773 CHF | 100.00% | 100.00% |
18.11.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 461'066 | 100'000 | 50'456 CHF | 11'989 CHF | 100.00% | 100.00% |
15.11.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 426'053 | 100'000 | 50'448 CHF | 12'859 CHF | 99.99% | 99.99% |
14.11.2024 | 10.34% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 498'812 | 100'000 | 46'470 CHF | 10'320 CHF | 99.52% | 99.52% |
13.11.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 490'474 | 99'703 | 48'382 CHF | 10'859 CHF | 99.32% | 99.32% |
12.11.2024 | 7.88% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 414'544 | 100'000 | 50'544 CHF | 13'240 CHF | 100.00% | 100.00% |
11.11.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 261'216 | 100'000 | 50'636 CHF | 20'409 CHF | 100.00% | 100.00% |
08.11.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 272'712 | 100'000 | 50'817 CHF | 19'660 CHF | 100.00% | 100.00% |
07.11.2024 | - | 0.19 CHF | 0.24 CHF | 270'000 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |