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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'028 | 499'676 | 49'951 CHF | 29'981 CHF | 99.81% | 99.81% |
19.11.2024 | 16.04% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 889'908 | 451'605 | 51'062 CHF | 30'417 CHF | 99.72% | 99.72% |
18.11.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 919'150 | 473'050 | 50'553 CHF | 30'748 CHF | 99.69% | 99.69% |
15.11.2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 932'071 | 477'357 | 50'723 CHF | 30'756 CHF | 99.80% | 99.80% |
14.11.2024 | 17.29% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 956'307 | 485'435 | 50'556 CHF | 30'532 CHF | 99.80% | 99.80% |
13.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'048 | 499'682 | 49'958 CHF | 29'984 CHF | 99.81% | 99.81% |
12.11.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 918'074 | 472'690 | 50'494 CHF | 30'725 CHF | 99.50% | 99.50% |
11.11.2024 | 16.77% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 924'977 | 474'991 | 50'527 CHF | 30'700 CHF | 99.70% | 99.70% |
08.11.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 926'048 | 475'350 | 50'933 CHF | 30'898 CHF | 99.81% | 99.81% |
07.11.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'185 | 498'059 | 49'829 CHF | 29'944 CHF | 95.68% | 95.68% |