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 | 18.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'375 | 419'383 | 48'085 CHF | 24'694 CHF | 99.39% | 99.39% |
19.11.2024 | 15.50% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 847'989 | 419'753 | 50'509 CHF | 29'334 CHF | 99.29% | 99.29% |
18.11.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 986'434 | 454'564 | 49'107 CHF | 27'355 CHF | 99.26% | 99.26% |
15.11.2024 | 16.85% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 928'972 | 473'442 | 50'539 CHF | 30'497 CHF | 99.38% | 99.38% |
14.11.2024 | 15.93% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 876'791 | 446'830 | 50'670 CHF | 30'291 CHF | 99.35% | 99.35% |
13.11.2024 | 12.77% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 687'787 | 356'496 | 50'430 CHF | 29'703 CHF | 99.38% | 99.38% |
12.11.2024 | 13.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 741'790 | 379'644 | 50'315 CHF | 29'578 CHF | 99.03% | 99.03% |
11.11.2024 | 21.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'559 CHF | 12'640 CHF | 99.27% | 99.27% |
08.11.2024 | 20.70% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'605 | 250'000 | 43'156 CHF | 13'361 CHF | 99.38% | 99.38% |
07.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'614 | 260'277 | 40'039 CHF | 13'153 CHF | 99.27% | 99.27% |