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 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'000 CHF | 70'000 CHF | 100.00% | 100.00% |
19.11.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 59'447 CHF | 69'447 CHF | 100.00% | 100.00% |
18.11.2024 | - | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 60'000 CHF | 70'000 CHF | 100.00% | 100.00% |
14.11.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 66'956 CHF | 76'956 CHF | 94.79% | 94.79% |
13.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 993'729 | 993'729 | 59'624 CHF | 69'561 CHF | 98.88% | 98.88% |
12.11.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 52'477 CHF | 59'977 CHF | 100.00% | 100.00% |
11.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 52'500 CHF | 60'000 CHF | 100.00% | 100.00% |
08.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 52'500 CHF | 60'000 CHF | 100.00% | 100.00% |
07.11.2024 | 12.96% | 0.07 CHF | 0.08 CHF | 750'000 | 750'000 | 737'012 | 737'012 | 53'336 CHF | 60'706 CHF | 99.06% | 99.06% |