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 | 13.03% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 493'688 | 71'923 CHF | 40'391 CHF | 97.91% | 97.91% |
19.11.2024 | 12.93% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'662 CHF | 41'331 CHF | 97.36% | 97.36% |
18.11.2024 | 11.95% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 494'848 | 78'850 CHF | 43'961 CHF | 98.92% | 98.92% |
15.11.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'280 CHF | 48'112 CHF | 98.26% | 98.26% |
14.11.2024 | 7.44% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 919'053 | 319'053 | 119'169 CHF | 44'378 CHF | 96.34% | 96.34% |
13.11.2024 | 6.22% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 140'557 CHF | 49'852 CHF | 95.94% | 95.94% |
12.11.2024 | 4.50% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'208 CHF | 56'903 CHF | 91.50% | 91.50% |
11.11.2024 | 4.86% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 729'208 | 243'069 | 146'764 CHF | 51'352 CHF | 97.78% | 97.78% |
08.11.2024 | 4.60% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 159'812 CHF | 55'771 CHF | 97.25% | 97.25% |
07.11.2024 | 5.74% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 872'543 | 290'848 | 148'304 CHF | 52'343 CHF | 97.01% | 97.01% |