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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'027 | 45'000 CHF | 14'137 CHF | 99.81% | 99.81% |
19.11.2024 | 19.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 355'672 | 47'137 CHF | 20'613 CHF | 99.72% | 99.72% |
18.11.2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'477 CHF | 13'369 CHF | 99.70% | 99.70% |
15.11.2024 | 21.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'435 CHF | 12'859 CHF | 99.80% | 99.80% |
14.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 256'663 | 45'000 CHF | 14'117 CHF | 99.80% | 99.80% |
13.11.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 997'990 | 483'694 | 49'432 CHF | 28'862 CHF | 99.80% | 99.80% |
12.11.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 936'753 | 478'917 | 50'504 CHF | 30'617 CHF | 99.50% | 99.50% |
11.11.2024 | 16.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 929'493 | 475'899 | 50'612 CHF | 30'676 CHF | 99.70% | 99.70% |
08.11.2024 | 15.17% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 833'874 | 419'625 | 50'798 CHF | 29'767 CHF | 99.80% | 99.80% |
07.11.2024 | 15.03% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 820'678 | 415'428 | 50'517 CHF | 29'737 CHF | 95.68% | 95.68% |