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 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 995'341 | 250'000 | 29'888 CHF | 10'007 CHF | 99.39% | 99.39% |
19.11.2024 | 25.12% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'358 | 34'959 CHF | 11'258 CHF | 99.30% | 99.30% |
18.11.2024 | 19.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 297'624 | 45'745 CHF | 16'686 CHF | 99.29% | 99.29% |
15.11.2024 | 19.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 996'052 | 346'936 | 46'677 CHF | 19'986 CHF | 99.37% | 99.37% |
14.11.2024 | 18.48% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 993'734 | 449'172 | 48'893 CHF | 26'741 CHF | 99.39% | 99.39% |
13.11.2024 | 18.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 953'499 | 412'556 | 48'330 CHF | 25'524 CHF | 99.37% | 99.37% |
12.11.2024 | 13.89% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 751'892 | 387'390 | 50'429 CHF | 29'863 CHF | 99.08% | 99.08% |
11.11.2024 | 12.48% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 671'547 | 348'142 | 50'454 CHF | 29'640 CHF | 99.28% | 99.28% |
08.11.2024 | 12.68% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 681'877 | 353'184 | 50'376 CHF | 29'617 CHF | 99.39% | 99.39% |
07.11.2024 | 10.97% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 597'078 | 309'151 | 51'470 CHF | 29'746 CHF | 99.26% | 99.26% |