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 | 25.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'420 CHF | 11'105 CHF | 99.80% | 99.80% |
19.11.2024 | 21.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 260'561 | 42'338 CHF | 13'707 CHF | 99.71% | 99.71% |
18.11.2024 | 27.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'942 CHF | 10'486 CHF | 99.71% | 99.71% |
15.11.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'151 CHF | 10'038 CHF | 99.80% | 99.80% |
14.11.2024 | 27.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'578 CHF | 10'395 CHF | 99.80% | 99.80% |
13.11.2024 | 19.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'464 | 400'935 | 47'091 CHF | 23'347 CHF | 99.80% | 99.80% |
12.11.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 914'496 | 465'114 | 50'717 CHF | 30'444 CHF | 99.49% | 99.49% |
11.11.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 846'944 | 424'163 | 50'652 CHF | 29'608 CHF | 99.71% | 99.71% |
08.11.2024 | 10.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 574'259 | 347'093 | 50'676 CHF | 34'567 CHF | 99.80% | 99.80% |
07.11.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 612'041 | 341'030 | 50'197 CHF | 31'748 CHF | 95.70% | 95.70% |