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 | 10.13% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 499'557 | 74'961 | 48'654 CHF | 8'078 CHF | 100.00% | 100.00% |
19.11.2024 | 11.45% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 42'226 CHF | 7'101 CHF | 97.59% | 97.59% |
18.11.2024 | 13.27% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 496'510 | 63'966 | 42'607 CHF | 6'105 CHF | 99.94% | 99.94% |
15.11.2024 | 7.67% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 351'257 | 50'000 | 50'819 CHF | 7'972 CHF | 78.43% | 78.43% |
14.11.2024 | 5.38% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 244'367 | 50'000 | 50'267 CHF | 10'863 CHF | 99.44% | 99.44% |
13.11.2024 | 5.68% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 261'583 | 49'818 | 50'652 CHF | 10'228 CHF | 98.88% | 98.88% |
12.11.2024 | 5.32% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 237'180 | 50'000 | 50'417 CHF | 11'234 CHF | 87.66% | 87.66% |
11.11.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 244'630 | 50'000 | 50'374 CHF | 10'825 CHF | 98.45% | 98.45% |
08.11.2024 | 5.88% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 269'625 | 50'000 | 50'749 CHF | 9'999 CHF | 100.00% | 100.00% |
07.11.2024 | 6.02% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 276'964 | 72'384 | 50'761 CHF | 14'199 CHF | 98.36% | 98.36% |