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 | 17.09% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 941'872 | 479'518 | 50'423 CHF | 30'478 CHF | 99.17% | 99.17% |
19.11.2024 | 20.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 988'014 | 253'672 | 43'237 CHF | 13'638 CHF | 98.94% | 98.94% |
18.11.2024 | 16.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 928'094 | 472'811 | 50'683 CHF | 30'553 CHF | 99.25% | 99.25% |
15.11.2024 | 14.57% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 787'239 | 404'225 | 50'085 CHF | 29'772 CHF | 99.36% | 99.36% |
14.11.2024 | 9.34% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 499'397 | 439'906 | 51'071 CHF | 50'708 CHF | 99.25% | 99.25% |
13.11.2024 | 8.51% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 405'801 | 405'780 | 45'757 CHF | 49'813 CHF | 99.06% | 99.06% |
12.11.2024 | 8.95% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 237'550 | 222'985 | 25'381 CHF | 26'296 CHF | 98.91% | 98.91% |
11.11.2024 | 17.22% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 456'499 | 190'468 | 24'540 CHF | 13'251 CHF | 99.33% | 99.33% |
08.11.2024 | 32.77% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 12'796 CHF | 4'449 CHF | 99.43% | 99.43% |
07.11.2024 | 33.25% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 492'556 | 125'000 | 12'358 CHF | 4'386 CHF | 99.26% | 99.26% |