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 | 31.69% | 0.05 CHF | 0.07 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 12'258 CHF | 5'614 CHF | 100.00% | 100.00% |
19.11.2024 | 19.52% | 0.05 CHF | 0.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 10'703 CHF | 4'329 CHF | 97.59% | 97.59% |
18.11.2024 | 21.97% | 0.05 CHF | 0.06 CHF | 225'000 | 75'000 | 191'959 | 63'999 | 9'202 CHF | 3'777 CHF | 99.75% | 99.75% |
15.11.2024 | 8.64% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 19'445 CHF | 7'038 CHF | 78.43% | 78.43% |
14.11.2024 | 4.41% | 0.25 CHF | 0.26 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 36'776 CHF | 12'810 CHF | 99.43% | 99.43% |
13.11.2024 | 4.84% | 0.25 CHF | 0.26 CHF | 150'000 | 50'000 | 149'454 | 49'818 | 33'552 CHF | 11'735 CHF | 98.88% | 98.88% |
12.11.2024 | 4.11% | 0.27 CHF | 0.28 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 38'941 CHF | 13'521 CHF | 87.66% | 87.66% |
11.11.2024 | 4.64% | 0.24 CHF | 0.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 36'496 CHF | 12'742 CHF | 98.45% | 98.45% |
08.11.2024 | 5.39% | 0.21 CHF | 0.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 29'952 CHF | 10'536 CHF | 100.00% | 100.00% |
07.11.2024 | 5.96% | 0.21 CHF | 0.22 CHF | 225'000 | 75'000 | 217'016 | 72'384 | 41'618 CHF | 14'676 CHF | 98.36% | 98.36% |