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 | 17.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 983'611 | 494'537 | 49'930 CHF | 30'054 CHF | 99.39% | 99.39% |
19.11.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'108 | 482'249 | 49'714 CHF | 28'991 CHF | 99.25% | 99.25% |
18.11.2024 | 16.37% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 903'388 | 460'593 | 50'672 CHF | 30'433 CHF | 99.30% | 99.30% |
15.11.2024 | 15.78% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 867'080 | 437'838 | 50'639 CHF | 29'939 CHF | 99.39% | 99.39% |
14.11.2024 | 15.82% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 871'608 | 438'129 | 50'751 CHF | 29'888 CHF | 99.36% | 99.36% |
13.11.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 885'036 | 449'281 | 50'922 CHF | 30'334 CHF | 99.37% | 99.37% |
12.11.2024 | 15.06% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 817'722 | 416'523 | 50'250 CHF | 29'763 CHF | 99.07% | 99.07% |
11.11.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 811'241 | 412'296 | 50'496 CHF | 29'798 CHF | 99.25% | 99.25% |
08.11.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 726'734 | 378'105 | 50'107 CHF | 29'862 CHF | 99.39% | 99.39% |
07.11.2024 | 8.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 457'426 | 446'571 | 51'370 CHF | 54'868 CHF | 99.27% | 99.27% |