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 | 13.90% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 868'828 | 290'717 | 59'250 CHF | 22'724 CHF | 99.28% | 99.28% |
19.11.2024 | 9.77% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 708'193 | 236'064 | 69'053 CHF | 25'378 CHF | 88.75% | 88.75% |
18.11.2024 | 8.46% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 607'486 | 202'495 | 68'832 CHF | 24'969 CHF | 97.55% | 97.55% |
15.11.2024 | 9.42% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 718'988 | 239'663 | 73'012 CHF | 26'734 CHF | 96.53% | 96.53% |
14.11.2024 | 14.68% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 953'013 | 366'242 | 60'330 CHF | 26'668 CHF | 99.27% | 99.27% |
13.11.2024 | 17.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 999'881 | 399'881 | 52'140 CHF | 24'851 CHF | 99.30% | 99.30% |
12.11.2024 | 16.45% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 56'195 CHF | 26'478 CHF | 99.27% | 99.27% |
11.11.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 976'684 | 376'684 | 56'997 CHF | 25'726 CHF | 99.25% | 99.25% |
08.11.2024 | 15.86% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 988'712 | 388'712 | 57'823 CHF | 26'550 CHF | 99.25% | 99.25% |
07.11.2024 | 11.03% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 892'728 | 300'242 | 76'796 CHF | 28'788 CHF | 98.58% | 98.58% |