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 | 8.10% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 518'868 | 518'868 | 61'245 CHF | 66'451 CHF | 99.90% | 99.90% |
19.11.2024 | 9.32% | 0.13 CHF | 0.14 CHF | 980'000 | 980'000 | 526'995 | 526'995 | 56'637 CHF | 61'917 CHF | 99.55% | 99.55% |
18.11.2024 | 11.74% | 0.14 CHF | 0.15 CHF | 980'000 | 980'000 | 518'489 | 518'489 | 64'524 CHF | 71'602 CHF | 97.73% | 97.73% |
15.11.2024 | 18.64% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 551'582 | 551'582 | 28'833 CHF | 34'360 CHF | 99.27% | 99.27% |
14.11.2024 | 11.33% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 527'181 | 527'181 | 43'389 CHF | 48'683 CHF | 98.88% | 98.88% |
13.11.2024 | 9.32% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 521'715 | 521'715 | 54'542 CHF | 59'781 CHF | 99.34% | 99.34% |
12.11.2024 | 18.38% | 0.14 CHF | 0.15 CHF | 1'000'000 | 1'000'000 | 340'504 | 340'504 | 50'675 CHF | 55'785 CHF | 96.53% | 96.53% |
11.11.2024 | 7.52% | 0.21 CHF | 0.22 CHF | 960'000 | 960'000 | 520'755 | 520'755 | 73'260 CHF | 78'475 CHF | 97.29% | 97.29% |
08.11.2024 | 27.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 549'066 | 549'066 | 22'023 CHF | 27'536 CHF | 100.00% | 100.00% |
07.11.2024 | 32.61% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 577'493 | 577'493 | 15'884 CHF | 21'683 CHF | 99.77% | 99.77% |