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 | 28.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'962 | 250'000 | 29'706 CHF | 9'979 CHF | 99.37% | 99.37% |
19.11.2024 | 24.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'268 | 250'000 | 35'866 CHF | 11'512 CHF | 99.26% | 99.26% |
18.11.2024 | 22.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 253'939 | 39'727 CHF | 12'629 CHF | 99.28% | 99.28% |
15.11.2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 967'890 | 479'893 | 49'905 CHF | 29'587 CHF | 99.39% | 99.39% |
14.11.2024 | 22.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'905 | 268'320 | 40'272 CHF | 13'700 CHF | 99.38% | 99.38% |
13.11.2024 | 18.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 864'391 | 381'574 | 45'617 CHF | 25'250 CHF | 99.38% | 99.38% |
12.11.2024 | 10.21% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 540'348 | 394'563 | 50'246 CHF | 41'272 CHF | 99.09% | 99.09% |
11.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 497'671 | 480'480 | 50'383 CHF | 53'587 CHF | 99.27% | 99.27% |
08.11.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 478'693 | 478'694 | 50'383 CHF | 55'170 CHF | 99.38% | 99.38% |
07.11.2024 | 6.19% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 326'168 | 326'168 | 51'200 CHF | 54'461 CHF | 99.26% | 99.26% |