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 | 11.64% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 504'444 | 168'148 | 40'730 CHF | 15'258 CHF | 99.38% | 99.38% |
19.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 594'795 | 198'265 | 42'029 CHF | 15'992 CHF | 99.37% | 99.37% |
18.11.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 532'878 | 177'626 | 43'195 CHF | 16'175 CHF | 99.38% | 99.38% |
15.11.2024 | 10.22% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 451'489 | 150'496 | 42'099 CHF | 15'538 CHF | 99.36% | 99.36% |
14.11.2024 | 9.46% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 45'445 CHF | 16'648 CHF | 99.37% | 99.37% |
13.11.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'065 | 150'022 | 43'267 CHF | 15'922 CHF | 99.37% | 99.37% |
12.11.2024 | 8.19% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 52'788 CHF | 19'096 CHF | 99.15% | 99.15% |
11.11.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 61'150 CHF | 21'883 CHF | 99.37% | 99.37% |
08.11.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 48'580 CHF | 17'693 CHF | 99.38% | 99.38% |
07.11.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 50'283 CHF | 18'261 CHF | 98.58% | 98.58% |