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 | 17.44% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 470'454 | 52'723 CHF | 29'317 CHF | 98.95% | 98.95% |
19.11.2024 | 17.84% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 423'333 | 53'977 CHF | 26'711 CHF | 95.77% | 95.77% |
18.11.2024 | 51.77% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 15'587 CHF | 12'794 CHF | 97.02% | 97.02% |
15.11.2024 | 47.28% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'272 CHF | 13'636 CHF | 94.99% | 94.99% |
14.11.2024 | 46.68% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'494 CHF | 13'747 CHF | 98.45% | 98.45% |
13.11.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 424'908 | 68'027 CHF | 32'954 CHF | 98.26% | 98.26% |
12.11.2024 | 18.79% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 497'024 | 49'082 CHF | 29'303 CHF | 98.33% | 98.33% |
11.11.2024 | 27.04% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 32'413 CHF | 21'207 CHF | 98.73% | 98.73% |
08.11.2024 | 22.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'340 CHF | 25'670 CHF | 97.70% | 97.70% |
07.11.2024 | 22.17% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'238 CHF | 25'619 CHF | 98.09% | 98.09% |