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 | 7.50% | 0.12 CHF | 0.13 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'035 CHF | 9'735 CHF | 99.49% | 99.49% |
19.11.2024 | 8.77% | 0.12 CHF | 0.13 CHF | 70'000 | 70'000 | 70'657 | 70'657 | 7'862 CHF | 8'569 CHF | 100.00% | 100.00% |
18.11.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'945 CHF | 10'645 CHF | 99.90% | 99.90% |
15.11.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'019 CHF | 9'719 CHF | 100.00% | 100.00% |
14.11.2024 | 12.34% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 73'268 | 73'268 | 5'729 CHF | 6'462 CHF | 98.62% | 98.62% |
13.11.2024 | 12.39% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 5'799 CHF | 6'527 CHF | 100.00% | 100.00% |
12.11.2024 | 7.23% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'392 CHF | 10'092 CHF | 99.88% | 99.88% |
11.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 11'180 CHF | 11'880 CHF | 100.00% | 100.00% |
08.11.2024 | 7.25% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 9'338 CHF | 10'038 CHF | 99.04% | 99.04% |
07.11.2024 | 5.61% | 0.14 CHF | 0.16 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 12'181 CHF | 12'881 CHF | 100.00% | 100.00% |