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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 18'560 CHF | 7'687 CHF | 99.17% | 99.17% |
20.11.2024 | 21.20% | 0.04 CHF | 0.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 20'800 CHF | 8'433 CHF | 98.68% | 98.68% |
19.11.2024 | 14.81% | 0.06 CHF | 0.07 CHF | 450'000 | 150'000 | 450'000 | 149'998 | 28'482 CHF | 10'994 CHF | 99.38% | 99.38% |
18.11.2024 | 12.15% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 35'871 CHF | 13'457 CHF | 99.25% | 99.25% |
15.11.2024 | 15.20% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 27'636 CHF | 10'712 CHF | 99.38% | 99.38% |
14.11.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 31'168 CHF | 11'889 CHF | 99.38% | 99.38% |
13.11.2024 | 15.94% | 0.06 CHF | 0.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 26'103 CHF | 10'201 CHF | 99.37% | 99.37% |
12.11.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 32'451 CHF | 12'317 CHF | 99.37% | 99.37% |
11.11.2024 | 12.55% | 0.09 CHF | 0.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 33'894 CHF | 12'798 CHF | 99.38% | 99.38% |
08.11.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 30'141 CHF | 11'547 CHF | 99.37% | 99.37% |