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 | 27.93% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 986'548 | 250'000 | 30'495 CHF | 10'225 CHF | 98.83% | 98.83% |
19.11.2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 999'685 | 250'000 | 29'335 CHF | 9'836 CHF | 99.24% | 99.24% |
18.11.2024 | 29.81% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 985'381 | 257'766 | 29'276 CHF | 10'395 CHF | 97.88% | 97.88% |
15.11.2024 | 35.36% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'649 CHF | 8'412 CHF | 99.34% | 99.34% |
14.11.2024 | 29.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'971 | 250'000 | 28'834 CHF | 9'709 CHF | 98.55% | 98.55% |
13.11.2024 | 35.28% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 892'587 | 223'158 | 20'809 CHF | 7'434 CHF | 98.61% | 98.61% |
12.11.2024 | 24.47% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 18'055 CHF | 5'764 CHF | 99.16% | 99.16% |
11.11.2024 | 39.58% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 491'908 | 125'000 | 9'996 CHF | 3'789 CHF | 99.22% | 99.22% |
08.11.2024 | 29.59% | 0.02 CHF | 0.03 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 14'470 CHF | 4'867 CHF | 99.21% | 99.21% |
07.11.2024 | 29.15% | 0.03 CHF | 0.04 CHF | 500'000 | 125'000 | 499'990 | 125'000 | 14'753 CHF | 4'938 CHF | 99.08% | 99.08% |