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 | 17.04% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 943'545 | 481'182 | 50'659 CHF | 30'657 CHF | 99.38% | 99.38% |
19.11.2024 | 19.48% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'304 | 322'610 | 46'243 CHF | 18'448 CHF | 99.07% | 99.07% |
18.11.2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'174 | 250'000 | 34'997 CHF | 11'283 CHF | 99.25% | 99.25% |
15.11.2024 | 25.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'970 CHF | 11'242 CHF | 99.39% | 99.39% |
14.11.2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'854 | 250'000 | 29'804 CHF | 10'005 CHF | 99.35% | 99.35% |
13.11.2024 | 25.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'314 | 250'000 | 34'093 CHF | 11'082 CHF | 99.36% | 99.36% |
12.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'812 | 250'000 | 34'783 CHF | 11'250 CHF | 99.03% | 99.03% |
11.11.2024 | 22.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'428 | 250'000 | 39'375 CHF | 12'389 CHF | 99.28% | 99.28% |
08.11.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'101 CHF | 12'525 CHF | 99.38% | 99.38% |
07.11.2024 | 20.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'307 | 250'000 | 43'162 CHF | 13'357 CHF | 99.29% | 99.29% |