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 | 80.02% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 986'061 | 250'000 | 14'786 CHF | 8'749 CHF | 98.82% | 98.82% |
19.11.2024 | 98.73% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 992'820 | 250'000 | 10'248 CHF | 7'580 CHF | 99.15% | 99.15% |
18.11.2024 | 90.25% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 987'877 | 250'000 | 12'316 CHF | 8'109 CHF | 97.81% | 97.81% |
15.11.2024 | 65.68% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'775 CHF | 10'194 CHF | 99.26% | 99.26% |
14.11.2024 | 44.80% | 0.03 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'134 | 253'569 | 35'086 CHF | 13'989 CHF | 98.48% | 98.48% |
13.11.2024 | 35.48% | 0.05 CHF | 0.07 CHF | 1'000'000 | 500'000 | 877'600 | 286'994 | 40'892 CHF | 19'321 CHF | 98.60% | 98.60% |
12.11.2024 | 33.28% | 0.04 CHF | 0.06 CHF | 500'000 | 125'000 | 475'496 | 206'394 | 23'967 CHF | 14'808 CHF | 99.13% | 99.13% |
11.11.2024 | 32.37% | 0.07 CHF | 0.09 CHF | 425'000 | 213'000 | 465'718 | 197'752 | 24'211 CHF | 14'493 CHF | 98.99% | 98.99% |
08.11.2024 | 51.27% | 0.05 CHF | 0.07 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 14'873 CHF | 6'218 CHF | 99.26% | 99.26% |
07.11.2024 | 64.85% | 0.03 CHF | 0.05 CHF | 500'000 | 125'000 | 496'077 | 125'000 | 10'375 CHF | 5'120 CHF | 98.83% | 98.83% |