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 | 15.92% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 57'915 CHF | 27'166 CHF | 99.37% | 99.37% |
19.11.2024 | 13.95% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 965'382 | 365'382 | 64'543 CHF | 28'020 CHF | 98.86% | 98.86% |
18.11.2024 | 13.31% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 998'673 | 398'673 | 70'061 CHF | 31'947 CHF | 99.54% | 99.54% |
15.11.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 921'927 | 321'927 | 73'960 CHF | 28'974 CHF | 99.39% | 99.39% |
14.11.2024 | 10.23% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 83'658 CHF | 30'886 CHF | 97.77% | 97.77% |
13.11.2024 | 13.68% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 68'349 CHF | 31'339 CHF | 99.35% | 99.35% |
12.11.2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 996'254 | 396'254 | 71'329 CHF | 32'314 CHF | 93.13% | 93.13% |
11.11.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 938'404 | 338'404 | 76'810 CHF | 31'021 CHF | 99.37% | 99.37% |
08.11.2024 | 11.85% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 972'186 | 372'186 | 77'404 CHF | 33'263 CHF | 93.13% | 93.13% |
07.11.2024 | 10.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 960'192 | 360'192 | 86'005 CHF | 35'671 CHF | 98.62% | 98.62% |