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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 270'215 | 270'215 | 51'221 CHF | 53'923 CHF | 99.39% | 99.39% |
20.11.2024 | 8.58% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 464'442 | 464'442 | 51'823 CHF | 56'468 CHF | 99.39% | 99.39% |
19.11.2024 | 8.52% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 459'579 | 454'892 | 51'653 CHF | 55'727 CHF | 99.27% | 99.27% |
18.11.2024 | 10.05% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'009 | 399'927 | 50'608 CHF | 42'416 CHF | 99.30% | 99.30% |
15.11.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'986 | 488'986 | 50'659 CHF | 55'549 CHF | 99.38% | 99.38% |
14.11.2024 | 8.94% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'739 | 478'738 | 51'223 CHF | 56'011 CHF | 99.34% | 99.34% |
13.11.2024 | 8.39% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 454'673 | 454'673 | 51'941 CHF | 56'488 CHF | 99.36% | 99.36% |
12.11.2024 | 8.63% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 454'556 | 454'557 | 50'498 CHF | 55'044 CHF | 99.10% | 99.10% |