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 | 16.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 925'509 | 446'500 | 50'084 CHF | 28'823 CHF | 100.00% | 100.00% |
19.11.2024 | 17.62% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 963'422 | 455'787 | 49'955 CHF | 28'359 CHF | 99.90% | 99.90% |
18.11.2024 | 15.23% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 835'821 | 427'934 | 50'696 CHF | 30'249 CHF | 99.89% | 99.89% |
15.11.2024 | 12.54% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 674'705 | 348'013 | 50'388 CHF | 29'462 CHF | 100.00% | 100.00% |
14.11.2024 | 10.92% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 592'606 | 303'460 | 51'314 CHF | 29'317 CHF | 100.00% | 100.00% |
13.11.2024 | 12.11% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 652'974 | 338'726 | 50'681 CHF | 29'677 CHF | 100.00% | 100.00% |
12.11.2024 | 9.32% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 498'281 | 458'002 | 51'055 CHF | 51'970 CHF | 99.69% | 99.69% |
11.11.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'977 | 477'914 | 51'603 CHF | 55'613 CHF | 99.86% | 99.86% |
08.11.2024 | 8.42% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 447'749 | 417'316 | 50'999 CHF | 52'468 CHF | 100.00% | 100.00% |
07.11.2024 | 9.08% | 0.13 CHF | 0.14 CHF | 275'000 | 275'000 | 489'001 | 444'777 | 51'467 CHF | 52'179 CHF | 84.13% | 84.13% |