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 | 18.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 48'628 CHF | 23'451 CHF | 99.68% | 99.68% |
19.11.2024 | 16.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 968'744 | 368'744 | 55'183 CHF | 24'628 CHF | 99.24% | 99.24% |
18.11.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 980'493 | 380'493 | 58'933 CHF | 26'626 CHF | 99.40% | 99.40% |
15.11.2024 | 19.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'262 | 46'619 CHF | 22'661 CHF | 99.38% | 99.38% |
14.11.2024 | 16.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'117 | 56'005 CHF | 26'658 CHF | 98.19% | 98.19% |
13.11.2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 51'474 CHF | 24'590 CHF | 99.34% | 99.34% |
12.11.2024 | 12.49% | 0.06 CHF | 0.07 CHF | 1'000'000 | 400'000 | 912'789 | 312'789 | 69'025 CHF | 26'648 CHF | 93.14% | 93.14% |
11.11.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 862'840 | 287'613 | 70'107 CHF | 26'245 CHF | 98.27% | 98.27% |
08.11.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'320 CHF | 26'940 CHF | 93.12% | 93.12% |
07.11.2024 | 8.40% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 686'194 | 228'731 | 78'258 CHF | 28'373 CHF | 98.61% | 98.61% |