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 | 14.68% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 798'632 | 404'996 | 50'421 CHF | 29'641 CHF | 99.49% | 99.49% |
19.11.2024 | 12.47% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 658'337 | 344'084 | 49'531 CHF | 29'331 CHF | 97.25% | 97.25% |
18.11.2024 | 13.58% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 725'485 | 377'046 | 49'744 CHF | 29'642 CHF | 99.28% | 99.28% |
15.11.2024 | 13.20% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 718'637 | 371'618 | 50'862 CHF | 30'018 CHF | 93.61% | 93.61% |
14.11.2024 | 13.20% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 716'949 | 369'686 | 50'728 CHF | 29'871 CHF | 99.38% | 99.38% |
13.11.2024 | 7.01% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 344'570 | 317'635 | 46'385 CHF | 47'153 CHF | 99.35% | 99.35% |
12.11.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'583 | 75'583 | 26'975 CHF | 27'731 CHF | 98.44% | 98.44% |
11.11.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 72'614 | 72'614 | 28'030 CHF | 28'756 CHF | 99.39% | 99.39% |
08.11.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 63'000 | 63'000 | 63'000 | 63'000 | 27'754 CHF | 28'384 CHF | 99.26% | 99.26% |
07.11.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 63'000 | 63'000 | 60'244 | 60'244 | 29'249 CHF | 29'851 CHF | 99.36% | 99.36% |