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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 9.66% | 0.12 CHF | 0.13 CHF | 210'000 | 210'000 | 99'299 | 99'299 | 10'409 CHF | 11'403 CHF | 99.65% | 99.65% |
20.11.2024 | 10.34% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 101'134 | 101'134 | 9'741 CHF | 10'755 CHF | 99.41% | 99.41% |
19.11.2024 | 11.04% | 0.08 CHF | 0.09 CHF | 220'000 | 220'000 | 100'684 | 100'684 | 8'614 CHF | 9'627 CHF | 100.00% | 100.00% |
18.11.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 220'000 | 220'000 | 100'062 | 100'062 | 12'811 CHF | 13'813 CHF | 99.85% | 99.85% |
15.11.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 100'416 | 100'416 | 11'471 CHF | 12'477 CHF | 99.71% | 99.71% |
14.11.2024 | 6.28% | 0.14 CHF | 0.15 CHF | 210'000 | 210'000 | 98'008 | 98'008 | 15'236 CHF | 16'220 CHF | 98.61% | 98.61% |
13.11.2024 | 6.91% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 97'922 | 97'922 | 14'466 CHF | 15'450 CHF | 100.00% | 100.00% |
12.11.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 98'696 | 98'696 | 15'210 CHF | 16'204 CHF | 99.76% | 99.76% |
11.11.2024 | 9.98% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 99'526 | 99'526 | 11'413 CHF | 12'416 CHF | 99.90% | 99.90% |
08.11.2024 | 15.79% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 103'770 | 103'770 | 6'575 CHF | 7'617 CHF | 99.06% | 99.06% |