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 | 21.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'810 CHF | 12'703 CHF | 99.40% | 99.40% |
19.11.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'808 | 250'000 | 39'803 CHF | 12'483 CHF | 98.42% | 98.42% |
18.11.2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 977'996 | 448'654 | 48'213 CHF | 26'807 CHF | 99.09% | 99.09% |
15.11.2024 | 20.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'721 | 269'644 | 43'330 CHF | 14'582 CHF | 98.73% | 98.73% |
14.11.2024 | 20.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 256'410 | 44'958 CHF | 14'092 CHF | 99.11% | 99.11% |
13.11.2024 | 20.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 887'178 | 252'813 | 38'247 CHF | 13'609 CHF | 98.29% | 98.29% |
12.11.2024 | 20.13% | 0.05 CHF | 0.06 CHF | 500'000 | 125'000 | 496'068 | 132'932 | 22'213 CHF | 7'320 CHF | 98.70% | 98.70% |
11.11.2024 | 22.44% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 499'999 | 125'000 | 19'802 CHF | 6'200 CHF | 99.02% | 99.02% |
08.11.2024 | 24.89% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 17'602 CHF | 5'650 CHF | 99.50% | 99.50% |
07.11.2024 | 21.96% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 128'074 | 20'296 CHF | 6'493 CHF | 99.07% | 99.07% |