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 | 10.23% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 553'830 | 358'696 | 51'331 CHF | 37'283 CHF | 100.00% | 100.00% |
19.11.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'857 | 439'704 | 51'588 CHF | 54'682 CHF | 99.91% | 99.91% |
18.11.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 577'827 | 308'353 | 51'634 CHF | 30'709 CHF | 99.90% | 99.90% |
15.11.2024 | 10.89% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 592'014 | 305'578 | 51'442 CHF | 29'621 CHF | 100.00% | 100.00% |
14.11.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 484'600 | 484'599 | 50'505 CHF | 55'351 CHF | 100.00% | 100.00% |
13.11.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 427'586 | 427'586 | 51'998 CHF | 56'274 CHF | 100.00% | 100.00% |
12.11.2024 | 11.35% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 603'750 | 346'675 | 50'199 CHF | 32'835 CHF | 99.70% | 99.70% |
11.11.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'468 | 302'812 | 51'123 CHF | 29'169 CHF | 99.89% | 99.89% |
08.11.2024 | 9.69% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 514'949 | 459'191 | 50'551 CHF | 50'038 CHF | 100.00% | 100.00% |
07.11.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 564'851 | 327'063 | 51'724 CHF | 33'434 CHF | 99.91% | 99.91% |