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 | 21.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 993'136 | 411'391 | 42'153 CHF | 21'317 CHF | 96.16% | 96.16% |
20.11.2024 | 18.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 979'400 | 379'400 | 47'763 CHF | 22'158 CHF | 93.30% | 93.30% |
19.11.2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 991'433 | 391'433 | 50'435 CHF | 23'778 CHF | 97.00% | 97.00% |
18.11.2024 | 13.29% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 895'023 | 298'341 | 63'125 CHF | 24'025 CHF | 97.82% | 97.82% |
15.11.2024 | 13.53% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 908'717 | 309'461 | 62'965 CHF | 24'476 CHF | 94.02% | 94.02% |
14.11.2024 | 15.00% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 946'552 | 346'552 | 58'857 CHF | 24'837 CHF | 95.80% | 95.80% |
13.11.2024 | 18.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'297 | 49'144 CHF | 23'672 CHF | 97.72% | 97.72% |
12.11.2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 411'026 | 47'463 CHF | 23'537 CHF | 95.42% | 95.42% |
11.11.2024 | 13.86% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 969'767 | 369'767 | 65'321 CHF | 28'544 CHF | 93.57% | 93.57% |
08.11.2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 51'484 CHF | 24'594 CHF | 95.71% | 95.71% |