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 | 15.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'789 | 426'104 | 50'892 CHF | 29'902 CHF | 100.00% | 100.00% |
19.11.2024 | 16.71% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 928'429 | 473'570 | 50'950 CHF | 30'725 CHF | 99.86% | 99.86% |
18.11.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 885'536 | 449'474 | 50'933 CHF | 30'336 CHF | 99.91% | 99.91% |
15.11.2024 | 16.20% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 898'140 | 456'739 | 50'941 CHF | 30'463 CHF | 100.00% | 100.00% |
14.11.2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 464'782 | 49'349 CHF | 27'699 CHF | 100.00% | 100.00% |
13.11.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'113 | 495'404 | 50'005 CHF | 29'884 CHF | 100.00% | 100.00% |
12.11.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 960'250 | 486'750 | 50'088 CHF | 30'274 CHF | 99.70% | 99.70% |
11.11.2024 | 16.08% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 890'241 | 451'686 | 50'939 CHF | 30'351 CHF | 99.90% | 99.90% |
08.11.2024 | 17.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 908'211 | 378'770 | 48'652 CHF | 24'817 CHF | 100.00% | 100.00% |
07.11.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 873'020 | 439'689 | 50'931 CHF | 30'045 CHF | 99.91% | 99.91% |