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 | 24.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 989'374 | 266'478 | 36'013 CHF | 12'753 CHF | 99.49% | 99.49% |
19.11.2024 | 22.33% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'754 | 250'000 | 39'491 CHF | 12'486 CHF | 97.43% | 97.43% |
18.11.2024 | 25.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'416 | 250'000 | 33'154 CHF | 10'931 CHF | 99.17% | 99.17% |
15.11.2024 | 25.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'965 CHF | 11'241 CHF | 99.34% | 99.34% |
14.11.2024 | 25.34% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 993'447 | 250'000 | 34'314 CHF | 11'134 CHF | 98.79% | 98.79% |
13.11.2024 | 17.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 833'603 | 352'831 | 42'479 CHF | 22'107 CHF | 99.23% | 99.23% |
12.11.2024 | 6.50% | 0.14 CHF | 0.15 CHF | 188'000 | 188'000 | 176'066 | 176'067 | 26'213 CHF | 27'974 CHF | 99.06% | 99.06% |
11.11.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 150'000 | 150'000 | 160'969 | 160'970 | 25'829 CHF | 27'439 CHF | 99.36% | 99.36% |
08.11.2024 | 5.14% | 0.18 CHF | 0.19 CHF | 138'000 | 138'000 | 137'424 | 137'425 | 26'046 CHF | 27'421 CHF | 98.75% | 98.75% |
07.11.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 125'000 | 125'000 | 124'078 | 124'078 | 26'024 CHF | 27'265 CHF | 99.37% | 99.37% |