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 | 21.04% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 263'270 | 42'882 CHF | 13'997 CHF | 100.00% | 100.00% |
19.11.2024 | 23.44% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 253'348 | 38'004 CHF | 12'196 CHF | 99.90% | 99.90% |
18.11.2024 | 18.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 983'530 | 436'514 | 48'845 CHF | 26'278 CHF | 99.90% | 99.90% |
15.11.2024 | 12.56% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 674'097 | 347'595 | 50'297 CHF | 29'399 CHF | 100.00% | 100.00% |
14.11.2024 | 11.80% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 636'282 | 329'191 | 50'738 CHF | 29'538 CHF | 100.00% | 100.00% |
13.11.2024 | 15.68% | 0.07 CHF | 0.08 CHF | 925'000 | 475'000 | 862'713 | 439'575 | 50'713 CHF | 30'241 CHF | 100.00% | 100.00% |
12.11.2024 | 12.06% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 642'099 | 336'340 | 50'039 CHF | 29'627 CHF | 99.71% | 99.71% |
11.11.2024 | 9.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 489'878 | 482'223 | 51'419 CHF | 55'494 CHF | 99.91% | 99.91% |
08.11.2024 | 12.81% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 689'795 | 356'880 | 50'408 CHF | 29'656 CHF | 100.00% | 100.00% |
07.11.2024 | 14.48% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 784'005 | 400'332 | 50'194 CHF | 29'656 CHF | 99.89% | 99.89% |