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 | 4.38% | 0.25 CHF | 0.26 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 143'329 CHF | 149'729 CHF | 99.42% | 99.42% |
19.11.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 134'432 CHF | 140'832 CHF | 100.00% | 100.00% |
18.11.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 130'727 CHF | 136'627 CHF | 99.26% | 99.26% |
15.11.2024 | 4.52% | 0.23 CHF | 0.24 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 128'113 CHF | 134'013 CHF | 98.67% | 98.67% |
14.11.2024 | 4.13% | 0.21 CHF | 0.22 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 147'671 CHF | 153'871 CHF | 100.00% | 100.00% |
13.11.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 124'586 CHF | 131'586 CHF | 99.08% | 99.08% |
12.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 135'056 CHF | 142'556 CHF | 99.81% | 99.81% |
11.11.2024 | 6.52% | 0.16 CHF | 0.17 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 129'869 CHF | 138'569 CHF | 100.00% | 100.00% |
08.11.2024 | 10.86% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 87'460 CHF | 97'460 CHF | 100.00% | 100.00% |
07.11.2024 | 10.39% | 0.08 CHF | 0.09 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 84'836 CHF | 94'036 CHF | 99.96% | 99.96% |