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 | 9.58% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 505'982 | 476'351 | 50'280 CHF | 52'357 CHF | 100.00% | 100.00% |
19.11.2024 | 11.76% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 633'856 | 327'365 | 50'753 CHF | 29'482 CHF | 99.91% | 99.91% |
18.11.2024 | 10.92% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 592'286 | 304'458 | 51'295 CHF | 29'420 CHF | 99.88% | 99.88% |
15.11.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 505'715 | 431'894 | 51'158 CHF | 48'752 CHF | 100.00% | 100.00% |
14.11.2024 | 10.41% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 559'680 | 371'656 | 51'005 CHF | 38'719 CHF | 100.00% | 100.00% |
13.11.2024 | 11.28% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 612'163 | 315'587 | 51'213 CHF | 29'559 CHF | 100.00% | 100.00% |
12.11.2024 | 9.54% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 503'824 | 466'559 | 50'291 CHF | 51'603 CHF | 99.69% | 99.69% |
11.11.2024 | 6.95% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 377'279 | 377'279 | 52'425 CHF | 56'197 CHF | 99.91% | 99.91% |
08.11.2024 | 7.09% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 383'833 | 383'833 | 52'284 CHF | 56'122 CHF | 100.00% | 100.00% |
07.11.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 380'646 | 380'653 | 52'208 CHF | 56'016 CHF | 99.91% | 99.91% |