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 | 10.69% | 0.10 CHF | 0.11 CHF | 500'000 | 20'000 | 498'428 | 7'476 | 44'424 CHF | 784 CHF | 99.64% | 99.64% |
19.11.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 500'000 | 20'000 | 499'998 | 7'476 | 38'218 CHF | 663 CHF | 99.66% | 99.66% |
18.11.2024 | 16.87% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 7'516 | 27'344 CHF | 478 CHF | 98.54% | 98.54% |
15.11.2024 | 18.13% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 7'476 | 25'215 CHF | 441 CHF | 99.66% | 99.66% |
14.11.2024 | 26.74% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 7'476 | 20'741 CHF | 445 CHF | 99.66% | 99.66% |
13.11.2024 | 14.30% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 496'075 | 7'784 | 33'609 CHF | 570 CHF | 90.88% | 90.88% |
12.11.2024 | 15.31% | 0.07 CHF | 0.08 CHF | 500'000 | 20'000 | 499'999 | 7'480 | 30'574 CHF | 551 CHF | 99.54% | 99.54% |
11.11.2024 | 7.61% | 0.09 CHF | 0.10 CHF | 500'000 | 20'000 | 394'008 | 7'519 | 50'058 CHF | 934 CHF | 98.44% | 98.44% |
08.11.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 320'000 | 20'000 | 311'520 | 7'477 | 51'044 CHF | 1'312 CHF | 99.64% | 99.64% |
07.11.2024 | 5.53% | 0.18 CHF | 0.19 CHF | 280'000 | 20'000 | 288'092 | 20'000 | 50'644 CHF | 3'719 CHF | 0.09% | 0.09% |