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 | 18.04% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 985'979 | 487'526 | 49'743 CHF | 29'497 CHF | 99.39% | 99.39% |
19.11.2024 | 19.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'317 | 311'326 | 45'742 CHF | 17'670 CHF | 99.26% | 99.26% |
18.11.2024 | 14.67% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 798'407 | 407'584 | 50'415 CHF | 29'829 CHF | 99.31% | 99.31% |
15.11.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 665'040 | 345'530 | 50'255 CHF | 29'567 CHF | 99.39% | 99.39% |
14.11.2024 | 11.74% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 633'364 | 324'481 | 50'770 CHF | 29'276 CHF | 99.35% | 99.35% |
13.11.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 637'599 | 328'664 | 50'718 CHF | 29'424 CHF | 99.38% | 99.38% |
12.11.2024 | 9.47% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 507'221 | 420'909 | 51'095 CHF | 47'603 CHF | 99.06% | 99.06% |
11.11.2024 | 8.86% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 478'379 | 475'498 | 51'627 CHF | 56'123 CHF | 99.28% | 99.28% |
08.11.2024 | 7.13% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 383'505 | 383'505 | 51'860 CHF | 55'695 CHF | 99.39% | 99.39% |
07.11.2024 | 3.55% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 188'598 | 188'598 | 52'336 CHF | 54'222 CHF | 99.25% | 99.25% |