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 | 15.43% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 850'687 | 430'680 | 50'894 CHF | 30'075 CHF | 100.00% | 100.00% |
19.11.2024 | 17.49% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 953'025 | 458'954 | 49'809 CHF | 28'741 CHF | 99.91% | 99.91% |
18.11.2024 | 15.04% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 827'417 | 417'472 | 50'870 CHF | 29'851 CHF | 99.89% | 99.89% |
15.11.2024 | 14.68% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 805'303 | 411'149 | 50'847 CHF | 30'081 CHF | 100.00% | 100.00% |
14.11.2024 | 17.92% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 961'020 | 439'897 | 49'143 CHF | 27'317 CHF | 100.00% | 100.00% |
13.11.2024 | 20.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'168 | 335'808 | 44'298 CHF | 18'697 CHF | 100.00% | 100.00% |
12.11.2024 | 13.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 697'784 | 360'851 | 50'143 CHF | 29'574 CHF | 99.71% | 99.71% |
11.11.2024 | 12.06% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 646'070 | 335'013 | 50'351 CHF | 29'457 CHF | 99.91% | 99.91% |
08.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 724'863 | 374'931 | 50'743 CHF | 29'998 CHF | 100.00% | 100.00% |
07.11.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'869 | 326'045 | 49'952 CHF | 29'199 CHF | 99.91% | 99.91% |