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 | 18.13% | 0.06 CHF | 0.07 CHF | 220'000 | 220'000 | 101'086 | 101'086 | 5'374 CHF | 6'387 CHF | 99.32% | 99.32% |
19.11.2024 | 19.32% | 0.04 CHF | 0.05 CHF | 220'000 | 220'000 | 100'685 | 100'685 | 4'677 CHF | 5'690 CHF | 100.00% | 100.00% |
18.11.2024 | 12.54% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 100'067 | 100'067 | 7'481 CHF | 8'484 CHF | 99.85% | 99.85% |
15.11.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 100'415 | 100'415 | 6'623 CHF | 7'629 CHF | 99.71% | 99.71% |
14.11.2024 | 10.00% | 0.08 CHF | 0.09 CHF | 210'000 | 210'000 | 98'019 | 98'019 | 9'329 CHF | 10'313 CHF | 98.67% | 98.67% |
13.11.2024 | 10.93% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 97'930 | 97'930 | 8'969 CHF | 9'953 CHF | 100.00% | 100.00% |
12.11.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 220'000 | 220'000 | 98'702 | 98'702 | 9'619 CHF | 10'614 CHF | 99.76% | 99.76% |
11.11.2024 | 17.42% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 99'525 | 99'525 | 6'650 CHF | 7'653 CHF | 99.90% | 99.90% |
08.11.2024 | 29.51% | 0.04 CHF | 0.05 CHF | 220'000 | 220'000 | 103'768 | 103'768 | 3'267 CHF | 4'309 CHF | 99.06% | 99.06% |
07.11.2024 | 25.50% | 0.03 CHF | 0.04 CHF | 230'000 | 230'000 | 102'238 | 102'238 | 3'684 CHF | 4'710 CHF | 99.68% | 99.68% |