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 | 8.37% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 119'667 | 12'934 | 52'514 CHF | 6'089 CHF | 99.63% | 99.63% |
19.11.2024 | 8.96% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 128'991 | 12'934 | 52'362 CHF | 5'639 CHF | 99.61% | 99.61% |
18.11.2024 | 8.68% | 0.44 CHF | 0.46 CHF | 120'000 | 25'000 | 124'512 | 12'933 | 51'482 CHF | 5'754 CHF | 99.65% | 99.65% |
15.11.2024 | 8.27% | 0.43 CHF | 0.45 CHF | 120'000 | 20'000 | 118'332 | 11'869 | 52'488 CHF | 5'664 CHF | 99.54% | 99.54% |
14.11.2024 | 5.11% | 0.64 CHF | 0.65 CHF | 80'000 | 20'000 | 74'581 | 11'866 | 53'080 CHF | 8'773 CHF | 99.63% | 99.63% |
13.11.2024 | 5.25% | 0.82 CHF | 0.84 CHF | 70'000 | 20'000 | 77'459 | 12'251 | 53'678 CHF | 9'160 CHF | 91.56% | 91.56% |
12.11.2024 | 5.08% | 0.64 CHF | 0.65 CHF | 80'000 | 20'000 | 71'387 | 11'867 | 52'345 CHF | 9'033 CHF | 99.65% | 99.65% |
11.11.2024 | 4.47% | 0.74 CHF | 0.76 CHF | 70'000 | 20'000 | 65'408 | 11'884 | 53'519 CHF | 10'066 CHF | 98.72% | 98.72% |
08.11.2024 | 7.32% | 0.73 CHF | 0.74 CHF | 70'000 | 20'000 | 98'851 | 11'883 | 51'842 CHF | 7'012 CHF | 99.65% | 99.65% |
07.11.2024 | 6.08% | 0.52 CHF | 0.54 CHF | 100'000 | 20'000 | 89'253 | 11'882 | 53'477 CHF | 7'399 CHF | 99.62% | 99.62% |