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 | 18.08% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'368 | 492'106 | 50'007 CHF | 29'720 CHF | 99.39% | 99.39% |
19.11.2024 | 17.46% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 938'338 | 456'139 | 49'221 CHF | 28'587 CHF | 99.11% | 99.11% |
18.11.2024 | 21.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 984'652 | 250'000 | 40'195 CHF | 12'703 CHF | 99.28% | 99.28% |
15.11.2024 | 19.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'848 | 288'310 | 45'590 CHF | 16'220 CHF | 98.68% | 98.68% |
14.11.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'612 CHF | 12'653 CHF | 99.26% | 99.26% |
13.11.2024 | 18.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 893'158 | 367'207 | 43'062 CHF | 21'624 CHF | 99.13% | 99.13% |
12.11.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 486'080 | 237'537 | 25'095 CHF | 14'682 CHF | 99.11% | 99.11% |
11.11.2024 | 17.22% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 466'984 | 236'073 | 24'794 CHF | 14'908 CHF | 99.31% | 99.31% |
08.11.2024 | 11.65% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 313'915 | 159'941 | 25'411 CHF | 14'535 CHF | 99.45% | 99.45% |
07.11.2024 | 11.49% | 0.08 CHF | 0.09 CHF | 338'000 | 175'000 | 306'779 | 158'263 | 25'180 CHF | 14'571 CHF | 98.06% | 98.06% |