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 | 21.31% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'440 | 250'000 | 41'837 CHF | 13'011 CHF | 99.38% | 99.38% |
19.11.2024 | 19.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'892 | 284'702 | 45'422 CHF | 15'903 CHF | 98.58% | 98.58% |
18.11.2024 | 17.17% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 950'613 | 483'053 | 50'628 CHF | 30'571 CHF | 99.26% | 99.26% |
15.11.2024 | 17.18% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 947'601 | 482'533 | 50'446 CHF | 30'524 CHF | 99.37% | 99.37% |
14.11.2024 | 16.68% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'900 | 475'038 | 50'877 CHF | 30'854 CHF | 99.37% | 99.37% |
13.11.2024 | 17.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 956'700 | 485'527 | 50'125 CHF | 30'311 CHF | 99.36% | 99.36% |
12.11.2024 | 15.18% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 828'498 | 420'078 | 50'461 CHF | 29'789 CHF | 99.07% | 99.07% |
11.11.2024 | 14.48% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 787'332 | 403'900 | 50'444 CHF | 29'927 CHF | 99.27% | 99.27% |
08.11.2024 | 14.33% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 773'802 | 398'919 | 50'153 CHF | 29'852 CHF | 99.38% | 99.38% |
07.11.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 737'187 | 380'452 | 50'768 CHF | 30'012 CHF | 99.27% | 99.27% |