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 | 14.47% | 0.30 CHF | 0.35 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 1'946 CHF | 2'250 CHF | 99.62% | 99.62% |
19.11.2024 | 14.54% | 0.35 CHF | 0.40 CHF | 10'000 | 10'000 | 6'087 | 6'087 | 1'957 CHF | 2'261 CHF | 99.63% | 99.63% |
18.11.2024 | 15.79% | 0.33 CHF | 0.38 CHF | 10'000 | 10'000 | 6'086 | 6'086 | 1'811 CHF | 2'115 CHF | 99.63% | 99.63% |
15.11.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 163'489 | 60'505 | 51'606 CHF | 19'564 CHF | 98.72% | 98.72% |
14.11.2024 | 3.29% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 173'070 | 60'866 | 51'753 CHF | 19'031 CHF | 99.63% | 99.63% |
13.11.2024 | 3.62% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 180'025 | 60'827 | 50'349 CHF | 17'629 CHF | 97.01% | 97.01% |
12.11.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 178'860 | 66'693 | 51'579 CHF | 19'931 CHF | 64.84% | 64.84% |
11.11.2024 | 3.13% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 164'414 | 60'458 | 51'714 CHF | 19'298 CHF | 97.26% | 97.26% |
08.11.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 150'998 | 60'865 | 51'623 CHF | 21'414 CHF | 99.63% | 99.63% |
07.11.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 176'921 | 60'871 | 50'966 CHF | 18'458 CHF | 99.58% | 99.58% |