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 | 51.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'275 | 250'000 | 14'426 CHF | 6'132 CHF | 99.38% | 99.38% |
19.11.2024 | 49.45% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 995'763 | 250'000 | 15'211 CHF | 6'319 CHF | 99.27% | 99.27% |
18.11.2024 | 38.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 21'242 CHF | 7'810 CHF | 99.26% | 99.26% |
15.11.2024 | 26.10% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'030 | 250'000 | 33'289 CHF | 10'867 CHF | 99.38% | 99.38% |
14.11.2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 908'355 | 376'314 | 47'230 CHF | 24'207 CHF | 99.38% | 99.38% |
13.11.2024 | 13.26% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 716'423 | 371'484 | 50'473 CHF | 29'888 CHF | 99.36% | 99.36% |
12.11.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 664'148 | 345'105 | 50'580 CHF | 29'755 CHF | 99.09% | 99.09% |
11.11.2024 | 10.95% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'087 | 300'416 | 51'145 CHF | 28'965 CHF | 99.27% | 99.27% |
08.11.2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 605'878 | 339'309 | 50'515 CHF | 32'042 CHF | 99.39% | 99.39% |
07.11.2024 | 10.30% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 554'728 | 363'401 | 51'049 CHF | 37'596 CHF | 99.24% | 99.24% |