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 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 982'951 | 427'855 | 48'237 CHF | 25'719 CHF | 100.00% | 100.00% |
19.11.2024 | 17.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 977'445 | 464'813 | 49'604 CHF | 28'362 CHF | 99.90% | 99.90% |
18.11.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 752'315 | 386'399 | 50'612 CHF | 29'875 CHF | 99.90% | 99.90% |
15.11.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 576'841 | 325'555 | 50'868 CHF | 32'209 CHF | 100.00% | 100.00% |
14.11.2024 | 10.91% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 594'885 | 344'914 | 51'540 CHF | 33'792 CHF | 100.00% | 100.00% |
13.11.2024 | 14.63% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 805'435 | 409'162 | 51'046 CHF | 30'043 CHF | 100.00% | 100.00% |
12.11.2024 | 12.51% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 664'008 | 347'089 | 49'740 CHF | 29'480 CHF | 99.67% | 99.67% |
11.11.2024 | 7.27% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 390'726 | 390'726 | 51'910 CHF | 55'818 CHF | 99.85% | 99.85% |
08.11.2024 | 6.73% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 361'444 | 361'443 | 51'796 CHF | 55'411 CHF | 100.00% | 100.00% |
07.11.2024 | 4.36% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 236'043 | 236'044 | 52'953 CHF | 55'313 CHF | 99.90% | 99.90% |