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 | 22.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'559 CHF | 12'640 CHF | 99.38% | 99.38% |
19.11.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'372 | 250'000 | 35'127 CHF | 11'340 CHF | 99.27% | 99.27% |
18.11.2024 | 21.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'331 | 250'000 | 41'283 CHF | 12'867 CHF | 99.25% | 99.25% |
15.11.2024 | 19.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 284'110 | 45'401 CHF | 15'857 CHF | 99.38% | 99.38% |
14.11.2024 | 23.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'604 CHF | 12'151 CHF | 99.39% | 99.39% |
13.11.2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 985'840 | 400'160 | 48'385 CHF | 23'971 CHF | 99.37% | 99.37% |
12.11.2024 | 19.66% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'689 | 314'120 | 45'517 CHF | 17'680 CHF | 99.05% | 99.05% |
11.11.2024 | 17.91% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 955'063 | 420'730 | 48'758 CHF | 26'116 CHF | 99.23% | 99.23% |
08.11.2024 | 22.10% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'329 CHF | 12'582 CHF | 99.38% | 99.38% |
07.11.2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'718 | 250'000 | 35'085 CHF | 11'335 CHF | 99.26% | 99.26% |