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 | 18.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 452'570 | 49'101 CHF | 26'898 CHF | 99.49% | 99.49% |
19.11.2024 | 24.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 984'624 | 250'000 | 35'727 CHF | 11'566 CHF | 98.65% | 98.65% |
18.11.2024 | 26.41% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'838 | 250'000 | 33'004 CHF | 10'806 CHF | 99.27% | 99.27% |
15.11.2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'290 | 250'000 | 39'795 CHF | 12'521 CHF | 97.98% | 97.98% |
14.11.2024 | 18.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 948'628 | 431'232 | 47'929 CHF | 26'664 CHF | 99.29% | 99.29% |
13.11.2024 | 17.71% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 863'945 | 436'126 | 44'571 CHF | 26'867 CHF | 99.28% | 99.28% |
12.11.2024 | 16.97% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 463'959 | 237'494 | 25'043 CHF | 15'200 CHF | 99.16% | 99.16% |
11.11.2024 | 15.29% | 0.07 CHF | 0.08 CHF | 425'000 | 213'000 | 419'207 | 212'161 | 25'320 CHF | 14'937 CHF | 99.01% | 99.01% |
08.11.2024 | 15.02% | 0.07 CHF | 0.08 CHF | 363'000 | 188'000 | 414'291 | 209'869 | 25'524 CHF | 15'033 CHF | 99.45% | 99.45% |
07.11.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 425'000 | 213'000 | 391'771 | 201'455 | 25'004 CHF | 14'878 CHF | 99.29% | 99.29% |