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 | 16.26% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 908'388 | 463'222 | 51'324 CHF | 30'796 CHF | 99.80% | 99.80% |
19.11.2024 | 17.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 953'279 | 483'801 | 50'410 CHF | 30'437 CHF | 99.72% | 99.72% |
18.11.2024 | 14.70% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 803'855 | 409'618 | 50'659 CHF | 29'925 CHF | 99.70% | 99.70% |
15.11.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 764'282 | 394'641 | 50'517 CHF | 30'032 CHF | 99.80% | 99.80% |
14.11.2024 | 12.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 686'058 | 355'530 | 50'768 CHF | 29'868 CHF | 99.80% | 99.80% |
13.11.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 931'270 | 475'294 | 50'935 CHF | 30'753 CHF | 99.81% | 99.81% |
12.11.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'853 | 473'568 | 51'007 CHF | 30'881 CHF | 99.49% | 99.49% |
11.11.2024 | 19.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 350'894 | 45'785 CHF | 19'977 CHF | 99.70% | 99.70% |
08.11.2024 | 26.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'644 CHF | 10'661 CHF | 99.80% | 99.80% |
07.11.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'828 | 250'000 | 40'245 CHF | 12'623 CHF | 95.68% | 95.68% |