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 | 63.79% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'572 | 265'369 | 22'232 CHF | 11'659 CHF | 96.79% | 96.79% |
19.11.2024 | 58.37% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'557 | 250'000 | 24'479 CHF | 11'125 CHF | 97.80% | 97.80% |
18.11.2024 | 78.45% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 983'127 | 250'000 | 15'263 CHF | 8'898 CHF | 99.35% | 99.35% |
15.11.2024 | 67.39% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'776 CHF | 9'944 CHF | 99.47% | 99.47% |
14.11.2024 | 67.16% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'532 | 250'000 | 19'730 CHF | 9'965 CHF | 98.78% | 98.78% |
13.11.2024 | 78.97% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 877'161 | 225'825 | 14'231 CHF | 8'175 CHF | 97.77% | 97.77% |
12.11.2024 | 28.34% | 0.05 CHF | 0.07 CHF | 500'000 | 250'000 | 417'348 | 212'381 | 25'275 CHF | 17'114 CHF | 98.42% | 98.42% |
11.11.2024 | 27.37% | 0.07 CHF | 0.09 CHF | 363'000 | 188'000 | 390'910 | 200'833 | 24'672 CHF | 16'697 CHF | 99.36% | 99.36% |
08.11.2024 | 23.55% | 0.07 CHF | 0.09 CHF | 338'000 | 175'000 | 335'693 | 173'924 | 25'165 CHF | 16'517 CHF | 99.25% | 99.25% |
07.11.2024 | 22.21% | 0.08 CHF | 0.10 CHF | 313'000 | 163'000 | 313'012 | 165'402 | 25'061 CHF | 16'555 CHF | 99.34% | 99.34% |