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 | 10.90% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 590'080 | 348'211 | 51'230 CHF | 34'186 CHF | 100.00% | 100.00% |
19.11.2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 667'055 | 365'263 | 50'444 CHF | 31'751 CHF | 99.55% | 99.55% |
18.11.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'571 | 488'571 | 51'148 CHF | 56'034 CHF | 99.94% | 99.94% |
15.11.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 507'810 | 476'303 | 50'392 CHF | 52'363 CHF | 100.00% | 100.00% |
14.11.2024 | 12.19% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 666'232 | 344'233 | 51'339 CHF | 29'962 CHF | 100.00% | 100.00% |
13.11.2024 | 13.69% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 748'397 | 386'157 | 50'889 CHF | 30'132 CHF | 100.00% | 100.00% |
12.11.2024 | 11.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 612'932 | 321'033 | 50'520 CHF | 29'697 CHF | 99.98% | 99.98% |
11.11.2024 | 10.04% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 538'609 | 413'409 | 50'909 CHF | 43'872 CHF | 100.00% | 100.00% |
08.11.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 624'650 | 327'959 | 50'295 CHF | 29'721 CHF | 98.94% | 98.94% |
07.11.2024 | 8.69% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 470'272 | 470'272 | 51'778 CHF | 56'481 CHF | 85.85% | 85.85% |