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 | 18.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 981'323 | 409'167 | 48'243 CHF | 24'562 CHF | 99.39% | 99.39% |
19.11.2024 | 20.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'865 | 272'927 | 44'176 CHF | 14'975 CHF | 99.28% | 99.28% |
18.11.2024 | 16.04% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 887'582 | 450'054 | 50'904 CHF | 30'298 CHF | 99.26% | 99.26% |
15.11.2024 | 16.41% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 904'804 | 460'607 | 50'647 CHF | 30'381 CHF | 99.38% | 99.38% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'660 | 250'000 | 29'870 CHF | 10'000 CHF | 99.38% | 99.38% |
13.11.2024 | 28.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'828 | 250'000 | 29'722 CHF | 9'962 CHF | 99.38% | 99.38% |
12.11.2024 | 26.42% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 989'069 | 250'000 | 32'686 CHF | 10'768 CHF | 99.09% | 99.09% |
11.11.2024 | 24.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'059 | 250'000 | 36'086 CHF | 11'588 CHF | 91.15% | 91.15% |
08.11.2024 | 34.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'080 | 250'000 | 23'684 CHF | 8'464 CHF | 99.38% | 99.38% |
07.11.2024 | 35.02% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 996'144 | 250'000 | 23'637 CHF | 8'433 CHF | 99.26% | 99.26% |