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 | 20.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'958 | 315'201 | 44'566 CHF | 17'611 CHF | 99.39% | 99.39% |
19.11.2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'576 | 291'117 | 42'656 CHF | 15'667 CHF | 99.28% | 99.28% |
18.11.2024 | 17.43% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 947'296 | 443'205 | 49'741 CHF | 27'980 CHF | 99.28% | 99.28% |
15.11.2024 | 16.51% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 910'833 | 464'790 | 50'647 CHF | 30'490 CHF | 99.38% | 99.38% |
14.11.2024 | 17.10% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'555 | 422'209 | 49'572 CHF | 27'275 CHF | 99.35% | 99.35% |
13.11.2024 | 20.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 996'483 | 252'647 | 44'449 CHF | 13'810 CHF | 99.38% | 99.38% |
12.11.2024 | 20.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 965'374 | 336'415 | 43'228 CHF | 19'240 CHF | 99.02% | 99.02% |
11.11.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 551'362 | 373'898 | 50'654 CHF | 38'610 CHF | 99.26% | 99.26% |
08.11.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 530'089 | 398'956 | 50'451 CHF | 42'711 CHF | 99.38% | 99.38% |
07.11.2024 | 7.98% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 429'332 | 397'987 | 51'624 CHF | 52'963 CHF | 99.27% | 99.27% |