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 | 10.61% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 577'187 | 302'065 | 51'516 CHF | 29'988 CHF | 99.38% | 99.38% |
19.11.2024 | 10.42% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 560'287 | 362'923 | 50'931 CHF | 37'214 CHF | 99.30% | 99.30% |
18.11.2024 | 13.07% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 705'558 | 365'956 | 50'483 CHF | 29'845 CHF | 99.30% | 99.30% |
15.11.2024 | 13.95% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 759'947 | 390'004 | 50'679 CHF | 29'929 CHF | 99.39% | 99.39% |
14.11.2024 | 12.25% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 661'582 | 342'117 | 50'749 CHF | 29'661 CHF | 99.35% | 99.35% |
13.11.2024 | 12.62% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 682'033 | 353'331 | 50'632 CHF | 29'759 CHF | 99.36% | 99.36% |
12.11.2024 | 16.00% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 886'644 | 445'224 | 51'023 CHF | 30'076 CHF | 99.09% | 99.09% |
11.11.2024 | 21.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'015 | 250'000 | 41'644 CHF | 12'961 CHF | 99.28% | 99.28% |
08.11.2024 | 20.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'296 | 43'457 CHF | 13'662 CHF | 99.39% | 99.39% |
07.11.2024 | 24.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'038 | 256'636 | 35'637 CHF | 11'810 CHF | 99.27% | 99.27% |