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 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 997'456 | 387'329 | 47'694 CHF | 22'676 CHF | 100.00% | 100.00% |
19.11.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 338'125 | 46'720 CHF | 19'409 CHF | 99.89% | 99.89% |
18.11.2024 | 18.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 983'068 | 470'825 | 49'692 CHF | 28'630 CHF | 99.90% | 99.90% |
15.11.2024 | 16.41% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 903'816 | 458'016 | 50'600 CHF | 30'212 CHF | 100.00% | 100.00% |
14.11.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 863'398 | 433'932 | 50'991 CHF | 29'958 CHF | 100.00% | 100.00% |
13.11.2024 | 16.60% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 923'338 | 473'892 | 51'013 CHF | 30'920 CHF | 100.00% | 100.00% |
12.11.2024 | 14.70% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 799'175 | 408'155 | 50'364 CHF | 29'815 CHF | 99.70% | 99.70% |
11.11.2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 779'686 | 401'475 | 50'474 CHF | 30'008 CHF | 99.85% | 99.85% |
08.11.2024 | 13.70% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 743'685 | 381'836 | 50'561 CHF | 29'809 CHF | 100.00% | 100.00% |
07.11.2024 | 13.79% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 752'606 | 390'134 | 50'821 CHF | 30'343 CHF | 84.13% | 84.13% |