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 | 17.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 901'997 | 301'997 | 47'029 CHF | 18'763 CHF | 99.36% | 99.36% |
19.11.2024 | 15.25% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 895'666 | 298'555 | 54'297 CHF | 21'085 CHF | 99.31% | 99.31% |
18.11.2024 | 15.74% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 884'312 | 296'157 | 52'088 CHF | 20'393 CHF | 99.40% | 99.40% |
15.11.2024 | 15.86% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 907'223 | 307'223 | 53'020 CHF | 20'986 CHF | 99.36% | 99.36% |
14.11.2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 993'432 | 393'432 | 49'634 CHF | 23'567 CHF | 98.00% | 98.00% |
13.11.2024 | 27.08% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'036 | 32'350 CHF | 20'727 CHF | 99.37% | 99.37% |
12.11.2024 | 20.90% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 405'116 | 43'420 CHF | 21'597 CHF | 93.09% | 93.09% |
11.11.2024 | 15.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 904'462 | 304'462 | 54'942 CHF | 21'514 CHF | 99.36% | 99.36% |
08.11.2024 | 13.27% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 888'818 | 296'273 | 62'907 CHF | 23'932 CHF | 97.86% | 97.86% |
07.11.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'140 CHF | 26'547 CHF | 98.61% | 98.61% |