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 | 21.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'771 | 42'511 CHF | 13'855 CHF | 99.81% | 99.81% |
19.11.2024 | 22.74% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'861 | 251'452 | 38'943 CHF | 12'387 CHF | 99.71% | 99.71% |
18.11.2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'494 | 49'424 CHF | 28'415 CHF | 99.69% | 99.69% |
15.11.2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 866'010 | 437'790 | 50'545 CHF | 29'938 CHF | 99.81% | 99.81% |
14.11.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 935'758 | 472'617 | 50'736 CHF | 30'356 CHF | 99.80% | 99.80% |
13.11.2024 | 15.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 874'565 | 435'129 | 50'597 CHF | 29'588 CHF | 99.79% | 99.79% |
12.11.2024 | 16.40% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 893'257 | 455'121 | 50'026 CHF | 30'031 CHF | 99.49% | 99.49% |
11.11.2024 | 15.77% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 869'561 | 443'518 | 50'777 CHF | 30'332 CHF | 99.72% | 99.72% |
08.11.2024 | 13.77% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 747'982 | 386'099 | 50'593 CHF | 29'980 CHF | 99.80% | 99.80% |
07.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'307 | 304'403 | 51'294 CHF | 30'252 CHF | 95.68% | 95.68% |