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 | 5.45% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'165 CHF | 47'222 CHF | 99.39% | 99.39% |
19.11.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'032 CHF | 52'511 CHF | 96.72% | 96.72% |
18.11.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'719 CHF | 52'073 CHF | 97.75% | 97.75% |
15.11.2024 | 6.77% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 869'390 | 289'797 | 125'845 CHF | 44'846 CHF | 96.51% | 96.51% |
14.11.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 81'600 CHF | 36'640 CHF | 99.36% | 99.36% |
13.11.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 977'731 | 377'731 | 99'315 CHF | 42'066 CHF | 98.80% | 98.80% |
12.11.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 986'244 | 386'244 | 102'929 CHF | 44'126 CHF | 99.39% | 99.39% |
11.11.2024 | 11.78% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 80'119 CHF | 36'047 CHF | 99.37% | 99.37% |
08.11.2024 | 13.69% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 478'935 | 68'323 CHF | 37'443 CHF | 99.34% | 99.34% |
07.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'078 | 69'995 CHF | 32'404 CHF | 98.66% | 98.66% |