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 | 23.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 37'858 CHF | 23'929 CHF | 99.34% | 99.34% |
19.11.2024 | 20.90% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 462'672 | 43'357 CHF | 24'461 CHF | 99.60% | 99.60% |
18.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'861 | 40'000 CHF | 24'993 CHF | 99.55% | 99.55% |
15.11.2024 | 20.16% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 448'471 | 45'289 CHF | 24'553 CHF | 99.40% | 99.40% |
14.11.2024 | 11.70% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 72'545 CHF | 27'182 CHF | 97.57% | 97.57% |
13.11.2024 | 10.77% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 79'693 CHF | 29'564 CHF | 99.38% | 99.38% |
12.11.2024 | 8.98% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 758'389 | 252'796 | 80'759 CHF | 29'448 CHF | 99.33% | 99.33% |
11.11.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'349 CHF | 34'950 CHF | 99.37% | 99.37% |
08.11.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'043 CHF | 35'848 CHF | 93.11% | 93.11% |
07.11.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 97'069 CHF | 34'856 CHF | 98.59% | 98.59% |