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 | 24.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'428 CHF | 11'357 CHF | 100.00% | 100.00% |
19.11.2024 | 21.24% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'916 | 42'373 CHF | 13'555 CHF | 99.92% | 99.92% |
18.11.2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 38'340 CHF | 12'085 CHF | 99.87% | 99.87% |
15.11.2024 | 22.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'602 CHF | 12'651 CHF | 100.00% | 100.00% |
14.11.2024 | 19.46% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'536 | 323'125 | 46'469 CHF | 18'469 CHF | 100.00% | 100.00% |
13.11.2024 | 17.54% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 963'679 | 470'863 | 50'189 CHF | 29'341 CHF | 100.00% | 100.00% |
12.11.2024 | 18.28% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 974'328 | 425'027 | 48'614 CHF | 25'770 CHF | 99.71% | 99.71% |
11.11.2024 | 19.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'573 | 295'902 | 45'663 CHF | 16'612 CHF | 99.90% | 99.90% |
08.11.2024 | 15.85% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 878'445 | 443'964 | 51'035 CHF | 30'221 CHF | 100.00% | 100.00% |
07.11.2024 | 16.91% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 932'374 | 467'676 | 50'511 CHF | 30'041 CHF | 99.91% | 99.91% |