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 | 7.89% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 421'873 | 421'873 | 51'389 CHF | 55'607 CHF | 99.38% | 99.38% |
19.11.2024 | 10.06% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 547'943 | 397'513 | 51'804 CHF | 42'555 CHF | 99.28% | 99.28% |
18.11.2024 | 16.85% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 930'173 | 475'151 | 50'580 CHF | 30'594 CHF | 99.26% | 99.26% |
15.11.2024 | 18.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 433'043 | 48'694 CHF | 25'647 CHF | 99.39% | 99.39% |
14.11.2024 | 20.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'905 | 250'000 | 42'782 CHF | 13'275 CHF | 99.34% | 99.34% |
13.11.2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'870 | 344'506 | 46'645 CHF | 19'958 CHF | 99.38% | 99.38% |
12.11.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 968'311 | 489'437 | 49'930 CHF | 30'140 CHF | 99.07% | 99.07% |
11.11.2024 | 15.85% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 871'240 | 441'110 | 50'610 CHF | 30'025 CHF | 99.30% | 99.30% |
08.11.2024 | 14.09% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 762'014 | 393'507 | 50'302 CHF | 29'912 CHF | 99.37% | 99.37% |
07.11.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 637'522 | 330'273 | 50'502 CHF | 29'460 CHF | 99.27% | 99.27% |