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 | 38.28% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 21'504 CHF | 15'752 CHF | 98.92% | 98.92% |
19.11.2024 | 32.60% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 26'476 CHF | 18'238 CHF | 88.64% | 88.64% |
18.11.2024 | 21.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 401'354 | 42'670 CHF | 21'125 CHF | 97.15% | 97.15% |
15.11.2024 | 17.62% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 910'272 | 328'896 | 50'321 CHF | 20'782 CHF | 91.30% | 91.30% |
14.11.2024 | 11.94% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 59'219 CHF | 22'240 CHF | 99.04% | 99.04% |
13.11.2024 | 12.45% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 764'240 | 254'747 | 57'786 CHF | 21'810 CHF | 98.73% | 98.73% |
12.11.2024 | 9.10% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 629'884 | 209'961 | 66'081 CHF | 24'127 CHF | 99.33% | 99.33% |
11.11.2024 | 6.71% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 86'543 CHF | 30'848 CHF | 99.34% | 99.34% |
08.11.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 82'534 CHF | 29'511 CHF | 98.14% | 98.14% |
07.11.2024 | 5.19% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 556'005 | 185'335 | 104'223 CHF | 36'594 CHF | 98.63% | 98.63% |