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 | 14.75% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'363'370 | 2'363'370 | 151'242 CHF | 174'975 CHF | 99.90% | 99.90% |
19.11.2024 | 15.49% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'517'070 | 2'517'070 | 153'128 CHF | 178'362 CHF | 99.55% | 99.55% |
18.11.2024 | 14.78% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'655'190 | 2'655'190 | 169'818 CHF | 196'466 CHF | 98.72% | 98.72% |
15.11.2024 | 20.46% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'924'490 | 2'924'490 | 131'071 CHF | 160'381 CHF | 99.46% | 99.46% |
14.11.2024 | 16.57% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'554'850 | 2'554'850 | 143'589 CHF | 169'200 CHF | 98.87% | 98.87% |
13.11.2024 | 15.22% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'561'680 | 2'561'680 | 158'402 CHF | 184'082 CHF | 99.34% | 99.34% |
12.11.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'064'320 | 2'064'320 | 145'553 CHF | 166'248 CHF | 96.53% | 96.53% |
11.11.2024 | 13.66% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'560'000 | 2'560'000 | 178'451 CHF | 204'122 CHF | 99.30% | 99.30% |
08.11.2024 | 21.23% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'829'080 | 2'829'080 | 121'827 CHF | 150'181 CHF | 100.00% | 100.00% |
07.11.2024 | 24.90% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'954'820 | 2'954'820 | 105'957 CHF | 135'568 CHF | 99.77% | 99.77% |