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 | 15.12% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 828'583 | 418'309 | 50'620 CHF | 29'753 CHF | 99.37% | 99.37% |
19.11.2024 | 15.89% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 874'441 | 442'646 | 50'643 CHF | 30'052 CHF | 99.28% | 99.28% |
18.11.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 729'057 | 377'028 | 50'695 CHF | 29'987 CHF | 99.25% | 99.25% |
15.11.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 740'005 | 383'161 | 50'484 CHF | 29'973 CHF | 99.39% | 99.39% |
14.11.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'849 | 397'987 | 47'700 CHF | 23'287 CHF | 99.35% | 99.35% |
13.11.2024 | 19.62% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'875 | 300'835 | 45'869 CHF | 17'051 CHF | 99.37% | 99.37% |
12.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 981'459 | 493'820 | 49'133 CHF | 29'670 CHF | 99.06% | 99.06% |
11.11.2024 | 17.15% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 938'355 | 472'548 | 50'027 CHF | 29'935 CHF | 91.10% | 91.10% |
08.11.2024 | 21.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'007 | 250'000 | 40'601 CHF | 12'720 CHF | 99.39% | 99.39% |
07.11.2024 | 23.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'094 | 250'000 | 38'501 CHF | 12'164 CHF | 99.26% | 99.26% |