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 | 18.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 984'056 | 478'155 | 49'663 CHF | 29'010 CHF | 98.99% | 98.99% |
19.11.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 883'372 | 449'041 | 50'750 CHF | 30'274 CHF | 99.11% | 99.11% |
18.11.2024 | 19.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'755 | 318'195 | 44'992 CHF | 17'973 CHF | 98.41% | 98.41% |
15.11.2024 | 16.32% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 896'159 | 452'944 | 50'451 CHF | 30'022 CHF | 99.34% | 99.34% |
14.11.2024 | 15.24% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 837'365 | 422'350 | 50'769 CHF | 29'840 CHF | 99.46% | 99.46% |
13.11.2024 | 13.14% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 630'880 | 326'120 | 44'862 CHF | 26'472 CHF | 98.68% | 98.68% |
12.11.2024 | 14.42% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 392'957 | 200'894 | 25'273 CHF | 14'941 CHF | 98.99% | 98.99% |
11.11.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 313'000 | 163'000 | 300'093 | 156'664 | 25'213 CHF | 14'744 CHF | 96.73% | 96.73% |
08.11.2024 | 7.77% | 0.11 CHF | 0.12 CHF | 238'000 | 238'000 | 210'362 | 210'361 | 26'051 CHF | 28'155 CHF | 99.43% | 99.43% |
07.11.2024 | 10.61% | 0.11 CHF | 0.12 CHF | 238'000 | 238'000 | 288'489 | 171'986 | 25'739 CHF | 17'535 CHF | 99.03% | 99.03% |