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 | 20.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'839 | 250'000 | 44'223 CHF | 13'636 CHF | 99.37% | 99.37% |
19.11.2024 | 20.07% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 981'577 | 252'452 | 44'021 CHF | 13'851 CHF | 99.07% | 99.07% |
18.11.2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'585 | 424'772 | 48'491 CHF | 25'191 CHF | 99.27% | 99.27% |
15.11.2024 | 17.71% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 968'503 | 488'293 | 49'861 CHF | 30'028 CHF | 99.37% | 99.37% |
14.11.2024 | 13.97% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 758'756 | 389'797 | 50'455 CHF | 29'852 CHF | 99.34% | 99.34% |
13.11.2024 | 12.46% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 668'627 | 347'671 | 50'304 CHF | 29'634 CHF | 99.37% | 99.37% |
12.11.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 616'457 | 320'369 | 49'311 CHF | 28'829 CHF | 99.07% | 99.07% |