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 | 22.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'119 CHF | 25'059 CHF | 99.43% | 99.43% |
19.11.2024 | 23.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 38'113 CHF | 24'057 CHF | 96.74% | 96.74% |
18.11.2024 | 22.09% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'331 CHF | 25'165 CHF | 97.77% | 97.77% |
15.11.2024 | 13.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'404 | 70'581 CHF | 33'355 CHF | 96.59% | 96.59% |
14.11.2024 | 8.34% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 299'940 | 103'885 CHF | 37'621 CHF | 99.37% | 99.37% |
13.11.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 999'638 | 399'638 | 88'968 CHF | 39'562 CHF | 98.76% | 98.76% |
12.11.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 996'046 | 396'046 | 89'994 CHF | 39'721 CHF | 99.37% | 99.37% |
11.11.2024 | 8.26% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 104'763 CHF | 37'921 CHF | 99.38% | 99.38% |
08.11.2024 | 6.74% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 892'386 | 297'462 | 128'172 CHF | 45'699 CHF | 99.35% | 99.35% |
07.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 751'223 | 250'408 | 108'988 CHF | 38'833 CHF | 98.66% | 98.66% |