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 | 21.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'761 | 292'864 | 41'796 CHF | 15'579 CHF | 99.38% | 99.38% |
19.11.2024 | 21.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 980'345 | 343'401 | 43'566 CHF | 19'449 CHF | 99.27% | 99.27% |
18.11.2024 | 40.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 996'536 | 250'000 | 19'789 CHF | 7'464 CHF | 99.31% | 99.31% |
15.11.2024 | 39.21% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'275 | 250'000 | 20'549 CHF | 7'671 CHF | 99.39% | 99.39% |
14.11.2024 | 33.95% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 988'904 | 253'089 | 24'449 CHF | 8'777 CHF | 99.38% | 99.38% |
13.11.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 821'778 | 419'185 | 50'366 CHF | 29'891 CHF | 99.39% | 99.39% |
12.11.2024 | 19.25% | 0.07 CHF | 0.08 CHF | 925'000 | 475'000 | 982'894 | 315'828 | 46'495 CHF | 18'553 CHF | 99.06% | 99.06% |
11.11.2024 | 23.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'155 | 250'000 | 37'313 CHF | 11'862 CHF | 99.28% | 99.28% |
08.11.2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 278'876 | 44'688 CHF | 15'385 CHF | 99.38% | 99.38% |
07.11.2024 | 20.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'103 | 345'673 | 44'987 CHF | 19'672 CHF | 99.23% | 99.23% |