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 | 19.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'342 | 292'035 | 45'089 CHF | 16'446 CHF | 99.37% | 99.37% |
19.11.2024 | 18.87% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 983'708 | 382'873 | 47'411 CHF | 22'680 CHF | 98.58% | 98.58% |
18.11.2024 | 13.82% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 749'752 | 387'077 | 50'572 CHF | 29'981 CHF | 99.27% | 99.27% |
15.11.2024 | 15.95% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 872'551 | 427'464 | 50'487 CHF | 29'203 CHF | 99.37% | 99.37% |
14.11.2024 | 26.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'287 | 250'000 | 32'517 CHF | 10'679 CHF | 99.39% | 99.39% |
13.11.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'706 | 252'573 | 40'627 CHF | 12'858 CHF | 99.39% | 99.39% |
12.11.2024 | 19.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 991'737 | 367'921 | 46'235 CHF | 21'152 CHF | 99.08% | 99.08% |
11.11.2024 | 15.13% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 831'486 | 422'504 | 50'795 CHF | 30'046 CHF | 99.30% | 99.30% |
08.11.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 903'478 | 459'505 | 50'633 CHF | 30'343 CHF | 99.39% | 99.39% |
07.11.2024 | 9.95% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 534'495 | 387'583 | 51'089 CHF | 42'058 CHF | 99.26% | 99.26% |