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 | 13.59% | 0.12 CHF | 0.14 CHF | 306'988 | 75'000 | 302'273 | 75'000 | 36'283 CHF | 10'350 CHF | 100.00% | 100.00% |
19.11.2024 | 11.62% | 0.13 CHF | 0.15 CHF | 286'512 | 75'000 | 261'828 | 75'000 | 37'533 CHF | 12'102 CHF | 100.00% | 100.00% |
18.11.2024 | 11.13% | 0.16 CHF | 0.18 CHF | 238'950 | 50'000 | 227'221 | 44'487 | 41'083 CHF | 8'898 CHF | 100.00% | 100.00% |
15.11.2024 | 9.12% | 0.20 CHF | 0.22 CHF | 214'343 | 50'000 | 217'720 | 50'000 | 43'151 CHF | 10'892 CHF | 99.99% | 99.99% |
14.11.2024 | 6.58% | 0.27 CHF | 0.29 CHF | 173'163 | 50'000 | 163'706 | 50'000 | 48'684 CHF | 16'019 CHF | 41.33% | 41.33% |
13.11.2024 | 6.04% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 147'762 | 48'710 | 50'812 CHF | 17'886 CHF | 22.85% | 22.85% |
12.11.2024 | 4.35% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 115'168 | 50'000 | 52'504 CHF | 23'830 CHF | 100.00% | 100.00% |
11.11.2024 | 4.31% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 114'099 | 50'000 | 52'044 CHF | 23'832 CHF | 96.53% | 96.53% |
08.11.2024 | 4.76% | 0.43 CHF | 0.45 CHF | 120'000 | 50'000 | 126'695 | 50'000 | 51'914 CHF | 21'506 CHF | 61.23% | 61.23% |
07.11.2024 | 5.10% | 0.40 CHF | 0.42 CHF | 130'000 | 50'000 | 129'823 | 49'025 | 52'196 CHF | 20'729 CHF | 93.23% | 93.23% |