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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 27.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'961 CHF | 10'490 CHF | 99.37% | 99.37% |
20.11.2024 | 12.58% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 673'621 | 349'868 | 50'174 CHF | 29'558 CHF | 99.38% | 99.38% |
19.11.2024 | 12.15% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 649'215 | 339'072 | 50'157 CHF | 29'612 CHF | 99.27% | 99.27% |
18.11.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 523'145 | 433'486 | 50'634 CHF | 46'828 CHF | 99.30% | 99.30% |
15.11.2024 | 10.30% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 552'547 | 361'235 | 50'882 CHF | 37'331 CHF | 99.38% | 99.38% |
14.11.2024 | 9.94% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 526'957 | 422'123 | 50'351 CHF | 45'030 CHF | 99.34% | 99.34% |
13.11.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 565'228 | 338'261 | 51'196 CHF | 34'332 CHF | 99.36% | 99.36% |
12.11.2024 | 10.24% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 551'044 | 363'180 | 51'030 CHF | 37'991 CHF | 99.08% | 99.08% |
11.11.2024 | 8.28% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 447'694 | 442'500 | 51'824 CHF | 55'678 CHF | 99.25% | 99.25% |
08.11.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 630'547 | 322'959 | 50'508 CHF | 29'080 CHF | 99.38% | 99.38% |