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 | 57.03% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'211 CHF | 5'904 CHF | 99.38% | 99.38% |
19.11.2024 | 58.27% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 740'202 | 246'734 | 9'853 CHF | 5'752 CHF | 99.36% | 99.36% |
18.11.2024 | 21.70% | 0.04 CHF | 0.05 CHF | 600'000 | 200'000 | 586'380 | 195'460 | 24'103 CHF | 9'989 CHF | 99.36% | 99.36% |
15.11.2024 | 16.34% | 0.05 CHF | 0.06 CHF | 450'000 | 150'000 | 467'377 | 155'792 | 26'448 CHF | 10'374 CHF | 99.34% | 99.34% |
14.11.2024 | 9.94% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 435'404 | 145'135 | 41'703 CHF | 15'352 CHF | 99.38% | 99.38% |
13.11.2024 | 7.33% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 39'946 CHF | 14'315 CHF | 99.03% | 99.03% |
12.11.2024 | 4.97% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 124'813 | 80'535 | 23'420 CHF | 16'586 CHF | 99.14% | 99.14% |
11.11.2024 | 5.21% | 0.23 CHF | 0.24 CHF | 75'000 | 75'000 | 159'777 | 84'420 | 27'770 CHF | 16'805 CHF | 99.13% | 99.13% |
08.11.2024 | 7.50% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 315'192 | 108'292 | 40'887 CHF | 15'004 CHF | 99.37% | 99.37% |
07.11.2024 | 10.88% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 149'917 | 150'000 | 13'071 CHF | 14'579 CHF | 98.56% | 98.56% |