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 | 23.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'807 CHF | 11'952 CHF | 100.00% | 100.00% |
19.11.2024 | 19.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 982'999 | 344'825 | 45'238 CHF | 19'723 CHF | 99.10% | 99.10% |
18.11.2024 | 27.72% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'191 CHF | 10'298 CHF | 99.94% | 99.94% |
15.11.2024 | 27.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 31'505 CHF | 10'376 CHF | 100.00% | 100.00% |
14.11.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'140 | 255'580 | 39'604 CHF | 12'713 CHF | 100.00% | 100.00% |
13.11.2024 | 19.56% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 990'284 | 302'874 | 45'844 CHF | 17'375 CHF | 100.00% | 100.00% |
12.11.2024 | 22.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'923 CHF | 12'481 CHF | 99.98% | 99.98% |
11.11.2024 | 24.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'828 | 36'259 CHF | 11'856 CHF | 100.00% | 100.00% |
08.11.2024 | 19.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'226 | 355'965 | 46'265 CHF | 20'416 CHF | 98.94% | 98.94% |
07.11.2024 | 21.60% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'266 | 250'449 | 41'175 CHF | 12'873 CHF | 85.84% | 85.84% |