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 | 17.78% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 974'457 | 491'149 | 49'955 CHF | 30'101 CHF | 99.38% | 99.38% |
19.11.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 860'849 | 426'051 | 50'552 CHF | 29'391 CHF | 99.30% | 99.30% |
18.11.2024 | 20.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'859 | 44'618 CHF | 14'098 CHF | 99.30% | 99.30% |
15.11.2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'957 | 324'331 | 46'404 CHF | 18'825 CHF | 99.38% | 99.38% |
14.11.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 771'237 | 396'906 | 50'395 CHF | 29'912 CHF | 99.34% | 99.34% |
13.11.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 822'208 | 420'311 | 50'510 CHF | 30'036 CHF | 99.37% | 99.37% |
12.11.2024 | 16.80% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 922'840 | 469'828 | 50'368 CHF | 30'341 CHF | 99.09% | 99.09% |
11.11.2024 | 26.11% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'491 CHF | 10'873 CHF | 99.23% | 99.23% |
08.11.2024 | 21.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'628 | 250'000 | 42'048 CHF | 13'084 CHF | 99.39% | 99.39% |
07.11.2024 | 29.77% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'927 | 250'000 | 28'892 CHF | 9'746 CHF | 99.24% | 99.24% |