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 | 39.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'094 CHF | 15'047 CHF | 99.06% | 99.06% |
19.11.2024 | 40.32% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'880 CHF | 14'940 CHF | 95.24% | 97.31% |
18.11.2024 | 38.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'131 CHF | 15'566 CHF | 99.01% | 99.01% |
15.11.2024 | 17.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 965'263 | 378'787 | 50'489 CHF | 23'236 CHF | 98.01% | 98.01% |
14.11.2024 | 12.21% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 855'328 | 287'833 | 66'378 CHF | 25'167 CHF | 96.98% | 96.98% |
13.11.2024 | 9.07% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 752'726 | 250'909 | 79'742 CHF | 29'090 CHF | 95.79% | 95.79% |
12.11.2024 | 5.21% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 575'201 | 191'734 | 107'801 CHF | 37'851 CHF | 91.42% | 91.42% |
11.11.2024 | 5.91% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 569'434 | 189'811 | 93'904 CHF | 33'199 CHF | 99.00% | 99.00% |
08.11.2024 | 5.16% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'049 CHF | 40'016 CHF | 95.42% | 95.42% |
07.11.2024 | 7.35% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 719'885 | 239'962 | 95'787 CHF | 34'329 CHF | 98.04% | 98.04% |