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 | 9.79% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 63'806 | 63'806 | 6'647 CHF | 7'286 CHF | 99.90% | 99.90% |
19.11.2024 | 9.50% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 63'234 | 63'234 | 6'614 CHF | 7'263 CHF | 99.84% | 99.84% |
18.11.2024 | 8.25% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 63'814 | 63'814 | 7'674 CHF | 8'313 CHF | 99.90% | 99.90% |
15.11.2024 | 7.84% | 0.17 CHF | 0.18 CHF | 120'000 | 120'000 | 53'147 | 53'147 | 10'595 CHF | 11'375 CHF | 99.95% | 99.95% |
14.11.2024 | 6.66% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 51'216 | 51'216 | 13'776 CHF | 14'605 CHF | 100.00% | 100.00% |
13.11.2024 | 6.13% | 0.31 CHF | 0.32 CHF | 90'000 | 90'000 | 44'567 | 44'567 | 15'838 CHF | 16'697 CHF | 100.00% | 100.00% |
12.11.2024 | 5.07% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 34'867 | 34'867 | 19'898 CHF | 20'708 CHF | 99.55% | 99.55% |
11.11.2024 | 5.67% | 0.68 CHF | 0.69 CHF | 70'000 | 70'000 | 32'704 | 32'704 | 19'340 CHF | 20'129 CHF | 100.00% | 100.00% |
08.11.2024 | 5.00% | 0.48 CHF | 0.49 CHF | 70'000 | 70'000 | 32'789 | 32'789 | 18'873 CHF | 19'664 CHF | 97.82% | 97.82% |
07.11.2024 | 9.49% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 39'265 | 39'265 | 18'913 CHF | 19'869 CHF | 98.72% | 98.72% |