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 | 21.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'414 | 255'520 | 40'436 CHF | 13'001 CHF | 99.37% | 99.37% |
19.11.2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'676 | 265'640 | 42'397 CHF | 14'086 CHF | 99.28% | 99.28% |
18.11.2024 | 16.15% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 893'616 | 454'160 | 50'894 CHF | 30'396 CHF | 99.28% | 99.28% |
15.11.2024 | 18.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 979'012 | 429'098 | 48'618 CHF | 25'967 CHF | 99.39% | 99.39% |
14.11.2024 | 28.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'292 | 250'000 | 30'390 CHF | 10'140 CHF | 99.39% | 99.39% |
13.11.2024 | 24.75% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'889 | 250'000 | 35'504 CHF | 11'427 CHF | 99.36% | 99.36% |
12.11.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'072 | 253'474 | 39'884 CHF | 12'704 CHF | 99.08% | 99.08% |
11.11.2024 | 17.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 975'743 | 476'175 | 49'924 CHF | 29'208 CHF | 99.29% | 99.29% |
08.11.2024 | 19.34% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'244 | 340'741 | 46'605 CHF | 19'623 CHF | 99.38% | 99.38% |
07.11.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 682'312 | 356'124 | 50'247 CHF | 29'819 CHF | 99.27% | 99.27% |