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 | 6.28% | 0.15 CHF | 0.16 CHF | 109'727 | 50'000 | 109'341 | 50'000 | 16'876 CHF | 8'217 CHF | 100.00% | 100.00% |
19.11.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 111'248 | 50'000 | 111'783 | 50'000 | 12'964 CHF | 6'300 CHF | 99.94% | 99.94% |
18.11.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 110'927 | 50'000 | 111'054 | 50'000 | 14'757 CHF | 7'145 CHF | 99.64% | 99.64% |
15.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 111'367 | 50'000 | 111'110 | 50'000 | 15'332 CHF | 7'401 CHF | 93.97% | 93.97% |
14.11.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 109'249 | 50'000 | 109'081 | 50'000 | 18'254 CHF | 8'868 CHF | 99.44% | 99.44% |
13.11.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 108'110 | 50'000 | 108'111 | 49'819 | 18'624 CHF | 9'083 CHF | 98.88% | 98.88% |
12.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 106'674 | 50'000 | 106'309 | 50'000 | 21'142 CHF | 10'444 CHF | 97.96% | 97.96% |
11.11.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 104'524 | 50'000 | 104'189 | 50'000 | 23'736 CHF | 11'892 CHF | 77.73% | 77.73% |
08.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 103'752 | 50'000 | 102'928 | 50'000 | 24'449 CHF | 12'378 CHF | 88.69% | 88.69% |
07.11.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 102'313 | 50'000 | 102'546 | 48'703 | 25'376 CHF | 12'550 CHF | 99.06% | 99.06% |