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 | 20.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'412 | 286'904 | 44'474 CHF | 15'791 CHF | 100.00% | 100.00% |
19.11.2024 | 17.39% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 915'531 | 425'907 | 48'882 CHF | 27'623 CHF | 99.89% | 99.89% |
18.11.2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'832 CHF | 12'958 CHF | 99.90% | 99.90% |
15.11.2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'956 | 421'042 | 48'625 CHF | 25'056 CHF | 100.00% | 100.00% |
14.11.2024 | 16.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 906'164 | 457'118 | 50'979 CHF | 30'283 CHF | 100.00% | 100.00% |
13.11.2024 | 18.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 969'325 | 380'874 | 48'219 CHF | 23'231 CHF | 100.00% | 100.00% |
12.11.2024 | 21.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'152 | 250'000 | 40'699 CHF | 12'743 CHF | 99.66% | 99.66% |
11.11.2024 | 21.45% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 251'786 | 41'753 CHF | 13'037 CHF | 99.90% | 99.90% |
08.11.2024 | 19.95% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 272'144 | 45'159 CHF | 15'053 CHF | 100.00% | 100.00% |
07.11.2024 | 20.22% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 261'854 | 44'550 CHF | 14'323 CHF | 99.90% | 99.90% |