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 | 20.42% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'108 | 251'346 | 43'800 CHF | 13'590 CHF | 99.39% | 99.39% |
19.11.2024 | 15.96% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 876'016 | 429'716 | 50'586 CHF | 29'269 CHF | 99.29% | 99.29% |
18.11.2024 | 19.30% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 354'641 | 46'957 CHF | 20'430 CHF | 99.30% | 99.30% |
15.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 987'262 | 418'985 | 48'238 CHF | 24'863 CHF | 99.38% | 99.38% |
14.11.2024 | 17.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 945'858 | 478'515 | 50'295 CHF | 30'239 CHF | 99.35% | 99.35% |
13.11.2024 | 17.58% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 944'472 | 437'381 | 49'120 CHF | 27'358 CHF | 99.39% | 99.39% |
12.11.2024 | 21.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'783 | 259'411 | 42'040 CHF | 13'657 CHF | 99.03% | 99.03% |
11.11.2024 | 21.38% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 252'619 | 41'940 CHF | 13'142 CHF | 99.27% | 99.27% |
08.11.2024 | 21.94% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'212 | 250'000 | 40'453 CHF | 12'681 CHF | 99.38% | 99.38% |
07.11.2024 | 25.76% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'810 | 250'474 | 33'904 CHF | 11'058 CHF | 99.24% | 99.24% |