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 | 14.76% | 13.48 CHF | 14.48 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 113'717 CHF | 50'704 CHF | 99.62% | 99.62% |
19.11.2024 | 13.84% | 12.70 CHF | 13.70 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 120'372 CHF | 51'376 CHF | 99.64% | 99.64% |
18.11.2024 | 12.00% | 10.63 CHF | 11.63 CHF | 10'000 | 5'000 | 10'000 | 1'871 | 137'986 CHF | 26'308 CHF | 99.43% | 99.43% |
15.11.2024 | 11.62% | 16.85 CHF | 17.85 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 146'330 CHF | 62'962 CHF | 99.64% | 99.64% |
14.11.2024 | 14.48% | 12.95 CHF | 13.95 CHF | 10'000 | 10'000 | 10'000 | 3'735 | 114'872 CHF | 49'641 CHF | 99.60% | 99.60% |
13.11.2024 | 8.31% | 11.43 CHF | 11.93 CHF | 10'000 | 10'000 | 10'000 | 3'774 | 102'890 CHF | 42'278 CHF | 97.57% | 97.57% |
12.11.2024 | 9.94% | 9.81 CHF | 10.31 CHF | 20'000 | 20'000 | 12'181 | 7'489 | 105'784 CHF | 71'573 CHF | 99.23% | 99.23% |
11.11.2024 | 11.01% | 8.14 CHF | 8.64 CHF | 20'000 | 20'000 | 12'172 | 7'475 | 95'250 CHF | 65'048 CHF | 99.63% | 99.63% |
08.11.2024 | 12.70% | 6.92 CHF | 7.42 CHF | 20'000 | 20'000 | 12'172 | 7'474 | 80'908 CHF | 55'556 CHF | 99.63% | 99.63% |
07.11.2024 | 9.58% | 7.80 CHF | 8.30 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 87'564 CHF | 33'675 CHF | 99.63% | 99.63% |