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 | 9.28% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'462 | 489'461 | 50'374 CHF | 55'268 CHF | 99.39% | 99.39% |
19.11.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'736 | 474'736 | 51'153 CHF | 55'900 CHF | 99.06% | 99.06% |
18.11.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 460'945 | 460'945 | 51'971 CHF | 56'580 CHF | 99.23% | 99.23% |
15.11.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 428'086 | 428'086 | 51'217 CHF | 55'498 CHF | 99.38% | 99.38% |
14.11.2024 | 6.90% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 372'882 | 372'882 | 52'202 CHF | 55'931 CHF | 99.33% | 99.33% |
13.11.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.37% | 99.37% |
12.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'960 | 338'960 | 52'169 CHF | 55'559 CHF | 99.07% | 99.07% |
11.11.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 310'984 | 310'984 | 51'442 CHF | 54'552 CHF | 99.22% | 99.22% |
08.11.2024 | 6.50% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 352'953 | 352'953 | 52'546 CHF | 56'075 CHF | 99.38% | 99.38% |
07.11.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 434'548 | 434'548 | 51'289 CHF | 55'634 CHF | 99.27% | 99.27% |