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 | 15.85% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 988'132 | 496'044 | 58'119 CHF | 34'116 CHF | 98.94% | 98.94% |
19.11.2024 | 15.28% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 978'440 | 492'813 | 59'326 CHF | 34'806 CHF | 98.43% | 98.43% |
18.11.2024 | 15.86% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 999'890 | 499'963 | 58'311 CHF | 34'156 CHF | 97.64% | 97.64% |
15.11.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 924'200 | 468'748 | 63'300 CHF | 36'798 CHF | 98.61% | 98.61% |
14.11.2024 | 13.96% | 0.08 CHF | 0.09 CHF | 825'000 | 425'000 | 943'185 | 478'622 | 62'860 CHF | 36'715 CHF | 98.52% | 98.52% |
13.11.2024 | 15.54% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 865'173 | 435'318 | 51'438 CHF | 30'203 CHF | 99.04% | 99.04% |
12.11.2024 | 15.78% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 487'107 | 225'551 | 29'025 CHF | 15'981 CHF | 95.74% | 95.74% |
11.11.2024 | 24.37% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 495'884 | 150'198 | 18'746 CHF | 7'632 CHF | 98.14% | 98.14% |
08.11.2024 | 10.97% | 0.08 CHF | 0.09 CHF | 375'000 | 188'000 | 324'022 | 165'329 | 27'883 CHF | 15'883 CHF | 99.43% | 99.43% |
07.11.2024 | 7.75% | 0.09 CHF | 0.10 CHF | 288'000 | 288'000 | 231'368 | 231'368 | 28'761 CHF | 31'074 CHF | 98.68% | 98.68% |