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 | 5.54% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'493 CHF | 37'164 CHF | 97.72% | 97.72% |
19.11.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 595'190 | 198'397 | 101'382 CHF | 35'778 CHF | 97.17% | 97.17% |
18.11.2024 | 5.47% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'859 CHF | 37'620 CHF | 99.09% | 99.09% |
15.11.2024 | 10.52% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 804'935 | 268'312 | 73'121 CHF | 27'057 CHF | 97.91% | 97.91% |
14.11.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 921'388 | 325'441 | 70'370 CHF | 27'959 CHF | 97.13% | 97.13% |
13.11.2024 | 15.02% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 995'290 | 395'290 | 61'520 CHF | 28'345 CHF | 96.19% | 96.19% |
12.11.2024 | 27.07% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'363 CHF | 21'181 CHF | 91.47% | 91.47% |
11.11.2024 | 30.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'964 CHF | 18'982 CHF | 98.31% | 98.31% |
08.11.2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 31'681 CHF | 20'841 CHF | 97.28% | 97.28% |
07.11.2024 | 12.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'810 | 80'148 CHF | 37'161 CHF | 97.44% | 97.44% |