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 | 23.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'017 CHF | 12'004 CHF | 99.37% | 99.37% |
19.11.2024 | 16.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 860'894 | 400'488 | 48'402 CHF | 27'209 CHF | 99.26% | 99.26% |
18.11.2024 | 6.80% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 369'090 | 369'090 | 52'451 CHF | 56'142 CHF | 99.27% | 99.27% |
15.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'221 | 338'221 | 52'073 CHF | 55'455 CHF | 99.39% | 99.39% |
14.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'783 CHF | 55'783 CHF | 99.35% | 99.35% |
13.11.2024 | 5.77% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 305'493 | 305'493 | 51'474 CHF | 54'528 CHF | 99.36% | 99.36% |
12.11.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 317'037 | 317'037 | 51'784 CHF | 54'954 CHF | 99.07% | 99.07% |
11.11.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 333'067 | 333'067 | 51'157 CHF | 54'488 CHF | 99.30% | 99.30% |