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 | 17.15% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 948'473 | 478'853 | 50'586 CHF | 30'335 CHF | 99.40% | 99.40% |
19.11.2024 | 16.19% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 881'642 | 451'029 | 50'011 CHF | 30'089 CHF | 99.26% | 99.26% |
18.11.2024 | 16.45% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 909'892 | 464'931 | 50'755 CHF | 30'577 CHF | 99.28% | 99.28% |
15.11.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 931'493 | 474'429 | 50'509 CHF | 30'480 CHF | 99.34% | 99.34% |
14.11.2024 | 22.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 984'925 | 268'141 | 39'022 CHF | 13'472 CHF | 99.23% | 99.23% |
13.11.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 874'291 | 222'368 | 35'083 CHF | 11'144 CHF | 99.39% | 99.39% |
12.11.2024 | 20.33% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 489'142 | 143'386 | 21'736 CHF | 7'900 CHF | 99.10% | 99.10% |
11.11.2024 | 17.70% | 0.05 CHF | 0.06 CHF | 500'000 | 125'000 | 479'255 | 219'308 | 24'743 CHF | 13'653 CHF | 99.34% | 99.34% |
08.11.2024 | 11.28% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 304'757 | 154'755 | 25'511 CHF | 14'498 CHF | 99.41% | 99.41% |
07.11.2024 | 9.84% | 0.09 CHF | 0.10 CHF | 300'000 | 150'000 | 257'167 | 226'759 | 24'832 CHF | 24'492 CHF | 99.26% | 99.26% |