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 | 22.20% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 257'802 | 40'521 CHF | 13'079 CHF | 100.00% | 100.00% |
19.11.2024 | 25.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'072 | 253'812 | 34'396 CHF | 11'451 CHF | 99.10% | 99.10% |
18.11.2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 979'706 | 477'512 | 50'300 CHF | 29'353 CHF | 99.94% | 99.94% |
15.11.2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 457'126 | 48'733 CHF | 27'052 CHF | 100.00% | 100.00% |
14.11.2024 | 24.59% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'061 CHF | 11'515 CHF | 100.00% | 100.00% |
13.11.2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'112 CHF | 10'278 CHF | 100.00% | 100.00% |
12.11.2024 | 22.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 256'192 | 39'460 CHF | 12'675 CHF | 99.98% | 99.98% |
11.11.2024 | 19.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 319'937 | 45'855 CHF | 18'137 CHF | 100.00% | 100.00% |
08.11.2024 | 22.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 990'139 | 256'344 | 38'530 CHF | 12'572 CHF | 98.94% | 98.94% |
07.11.2024 | 15.94% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 878'157 | 446'364 | 50'701 CHF | 30'232 CHF | 85.84% | 85.84% |