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 | 17.98% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'270 | 497'423 | 50'258 CHF | 30'173 CHF | 99.37% | 99.37% |
19.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'467 | 497'156 | 49'620 CHF | 29'853 CHF | 99.26% | 99.26% |
18.11.2024 | 17.15% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 944'384 | 481'462 | 50'352 CHF | 30'499 CHF | 99.25% | 99.25% |
15.11.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 922'654 | 473'436 | 50'865 CHF | 30'833 CHF | 99.39% | 99.39% |
14.11.2024 | 17.90% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 983'334 | 494'444 | 50'030 CHF | 30'107 CHF | 99.37% | 99.37% |
13.11.2024 | 15.73% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 872'923 | 440'282 | 51'118 CHF | 30'174 CHF | 99.38% | 99.38% |
12.11.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 916'508 | 471'459 | 50'405 CHF | 30'643 CHF | 99.02% | 99.02% |
11.11.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 881'383 | 447'237 | 50'614 CHF | 30'149 CHF | 99.24% | 99.24% |
08.11.2024 | 18.17% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 995'113 | 498'371 | 49'789 CHF | 29'920 CHF | 99.38% | 99.38% |
07.11.2024 | 18.49% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'721 | 445'191 | 48'787 CHF | 26'439 CHF | 99.26% | 99.26% |