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 | 10.58% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 998'978 | 398'978 | 89'522 CHF | 39'738 CHF | 99.43% | 99.43% |
19.11.2024 | 9.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 951'261 | 351'261 | 93'562 CHF | 37'870 CHF | 96.67% | 96.67% |
18.11.2024 | 7.32% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 118'732 CHF | 42'577 CHF | 97.71% | 97.71% |
15.11.2024 | 14.62% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 997'036 | 472'603 | 67'711 CHF | 35'899 CHF | 96.40% | 96.40% |
14.11.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 997'396 | 444'256 | 87'943 CHF | 42'014 CHF | 93.00% | 93.00% |
13.11.2024 | 22.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'821 CHF | 24'910 CHF | 99.07% | 99.07% |
12.11.2024 | 27.60% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'531 CHF | 20'765 CHF | 99.37% | 99.37% |
11.11.2024 | 37.09% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'546 CHF | 16'273 CHF | 99.15% | 99.15% |
08.11.2024 | 31.61% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'342 CHF | 18'671 CHF | 98.88% | 98.88% |
07.11.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'981 CHF | 19'991 CHF | 97.23% | 97.23% |