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 | 8.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 459'245 | 459'245 | 51'958 CHF | 56'550 CHF | 99.37% | 99.37% |
19.11.2024 | 8.31% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 446'972 | 437'548 | 51'589 CHF | 55'086 CHF | 99.27% | 99.27% |
18.11.2024 | 10.20% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 550'956 | 364'121 | 51'247 CHF | 37'904 CHF | 99.27% | 99.27% |
15.11.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 482'208 | 482'208 | 50'755 CHF | 55'577 CHF | 99.39% | 99.39% |
14.11.2024 | 7.21% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 387'054 | 387'054 | 51'768 CHF | 55'639 CHF | 99.36% | 99.36% |
13.11.2024 | 6.07% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 326'188 | 326'188 | 52'111 CHF | 55'373 CHF | 99.38% | 99.38% |
12.11.2024 | 8.30% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 449'110 | 449'110 | 51'881 CHF | 56'372 CHF | 99.06% | 99.06% |
11.11.2024 | 7.76% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 412'944 | 412'944 | 51'228 CHF | 55'357 CHF | 99.27% | 99.27% |
08.11.2024 | 7.38% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 400'826 | 396'051 | 52'294 CHF | 55'682 CHF | 99.38% | 99.38% |
07.11.2024 | 9.14% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 484'400 | 456'189 | 50'624 CHF | 52'601 CHF | 99.24% | 99.24% |