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 | 7.61% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 575'870 | 191'957 | 73'114 CHF | 26'291 CHF | 99.48% | 99.48% |
20.11.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 62'688 CHF | 23'396 CHF | 98.95% | 98.95% |
19.11.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'165 CHF | 22'555 CHF | 98.92% | 98.92% |
18.11.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'274 | 250'091 | 52'696 CHF | 20'066 CHF | 99.37% | 99.37% |
15.11.2024 | 18.81% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 936'641 | 346'443 | 45'722 CHF | 20'210 CHF | 99.40% | 99.40% |
14.11.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 957'077 | 357'077 | 43'466 CHF | 19'667 CHF | 97.49% | 97.49% |
13.11.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 40'063 CHF | 20'025 CHF | 99.00% | 99.00% |
12.11.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 999'502 | 399'502 | 40'680 CHF | 20'252 CHF | 92.63% | 92.63% |
11.11.2024 | 18.01% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 902'884 | 302'884 | 45'702 CHF | 18'359 CHF | 98.54% | 98.54% |
08.11.2024 | 30.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 480'564 | 28'732 CHF | 18'451 CHF | 93.12% | 93.12% |