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 | 14.96% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 847'931 | 282'644 | 52'420 CHF | 20'300 CHF | 99.51% | 99.51% |
19.11.2024 | 18.45% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 900'720 | 320'247 | 44'824 CHF | 18'960 CHF | 99.24% | 99.24% |
18.11.2024 | 16.46% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 908'190 | 308'480 | 51'050 CHF | 20'369 CHF | 99.70% | 99.70% |
15.11.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 754'618 | 251'539 | 57'327 CHF | 21'624 CHF | 99.39% | 99.39% |
14.11.2024 | 14.83% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 873'257 | 291'086 | 54'690 CHF | 21'141 CHF | 98.23% | 98.23% |
13.11.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'056 | 250'019 | 52'951 CHF | 20'150 CHF | 99.35% | 99.35% |
12.11.2024 | 17.67% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 978'620 | 379'300 | 50'658 CHF | 23'334 CHF | 93.14% | 93.14% |
11.11.2024 | 22.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 406'751 | 40'638 CHF | 20'528 CHF | 98.27% | 98.27% |
08.11.2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 40'241 CHF | 20'097 CHF | 93.11% | 93.11% |
07.11.2024 | 25.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 483'684 | 34'281 CHF | 21'324 CHF | 98.60% | 98.60% |