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 | 33.46% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'466 | 250'000 | 24'851 CHF | 8'760 CHF | 99.41% | 99.41% |
19.11.2024 | 31.91% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'920 | 254'701 | 26'513 CHF | 9'353 CHF | 99.25% | 99.25% |
18.11.2024 | 15.82% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 857'752 | 428'638 | 49'933 CHF | 29'327 CHF | 99.31% | 99.31% |
15.11.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 555'035 | 374'608 | 50'129 CHF | 38'298 CHF | 99.39% | 99.39% |
14.11.2024 | 6.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 337'301 | 327'001 | 54'735 CHF | 56'129 CHF | 99.38% | 99.38% |
13.11.2024 | 16.99% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 933'451 | 466'740 | 50'347 CHF | 29'879 CHF | 99.39% | 99.39% |
12.11.2024 | 12.78% | 0.05 CHF | 0.06 CHF | 850'000 | 425'000 | 680'215 | 354'883 | 49'802 CHF | 29'584 CHF | 99.07% | 99.07% |
11.11.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 430'970 | 430'970 | 51'389 CHF | 55'698 CHF | 99.27% | 99.27% |
08.11.2024 | 9.39% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 497'802 | 428'500 | 50'516 CHF | 48'502 CHF | 99.38% | 99.38% |
07.11.2024 | 7.51% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 403'921 | 403'921 | 51'876 CHF | 55'915 CHF | 99.23% | 99.23% |