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 | 31.42% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'504 CHF | 18'752 CHF | 99.45% | 99.45% |
19.11.2024 | 36.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'918 CHF | 16'459 CHF | 96.68% | 96.68% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 408'466 | 40'078 CHF | 20'443 CHF | 97.68% | 97.68% |
15.11.2024 | 15.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 914'626 | 314'626 | 53'343 CHF | 21'398 CHF | 96.49% | 96.49% |
14.11.2024 | 15.14% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 930'463 | 330'463 | 56'917 CHF | 23'496 CHF | 99.40% | 99.40% |
13.11.2024 | 13.98% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 911'369 | 311'369 | 60'853 CHF | 23'846 CHF | 99.06% | 99.06% |
12.11.2024 | 11.67% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 824'502 | 274'834 | 66'556 CHF | 24'934 CHF | 99.26% | 99.26% |
11.11.2024 | 12.73% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 868'773 | 289'591 | 64'070 CHF | 24'253 CHF | 99.36% | 99.36% |
08.11.2024 | 17.02% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 976'984 | 378'822 | 53'422 CHF | 24'260 CHF | 99.35% | 99.35% |
07.11.2024 | 16.26% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 56'864 CHF | 26'746 CHF | 98.75% | 98.75% |