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 | 9.93% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 526'091 | 430'525 | 50'321 CHF | 46'103 CHF | 99.37% | 99.37% |
19.11.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 539'195 | 411'191 | 50'535 CHF | 43'420 CHF | 99.27% | 99.27% |
18.11.2024 | 12.53% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 678'233 | 349'772 | 50'754 CHF | 29'657 CHF | 99.28% | 99.28% |
15.11.2024 | 14.90% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 812'295 | 414'104 | 50'433 CHF | 29'869 CHF | 99.38% | 99.38% |
14.11.2024 | 20.01% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 962'539 | 321'771 | 43'960 CHF | 18'711 CHF | 99.35% | 99.35% |
13.11.2024 | 21.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'822 | 250'000 | 40'733 CHF | 12'736 CHF | 99.36% | 99.36% |
12.11.2024 | 23.19% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'045 | 250'000 | 38'097 CHF | 12'074 CHF | 99.09% | 99.09% |
11.11.2024 | 25.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'751 | 250'000 | 34'589 CHF | 11'176 CHF | 99.28% | 99.28% |
08.11.2024 | 22.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'708 CHF | 12'177 CHF | 99.39% | 99.39% |
07.11.2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'853 | 253'672 | 39'595 CHF | 12'652 CHF | 99.26% | 99.26% |