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 | 18.81% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'459 CHF | 5'820 CHF | 99.38% | 99.38% |
19.11.2024 | 20.41% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 13'230 CHF | 5'410 CHF | 99.37% | 99.37% |
18.11.2024 | 17.63% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'561 CHF | 6'187 CHF | 99.23% | 99.23% |
15.11.2024 | 14.67% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'960 CHF | 7'320 CHF | 99.37% | 99.37% |
14.11.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'704 CHF | 7'901 CHF | 99.38% | 99.38% |
13.11.2024 | 15.51% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 17'871 CHF | 6'957 CHF | 99.37% | 99.37% |
12.11.2024 | 14.41% | 0.06 CHF | 0.07 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 96'699 CHF | 7'447 CHF | 99.38% | 99.38% |
11.11.2024 | 12.91% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 108'758 CHF | 8'251 CHF | 99.37% | 99.37% |
08.11.2024 | 13.77% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 101'568 CHF | 7'771 CHF | 99.38% | 99.38% |
07.11.2024 | 12.67% | 0.07 CHF | 0.08 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 110'961 CHF | 8'397 CHF | 99.29% | 99.29% |