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 | 21.92% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'198 | 250'000 | 40'406 CHF | 12'670 CHF | 99.39% | 99.39% |
19.11.2024 | 21.96% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'643 | 250'000 | 40'423 CHF | 12'649 CHF | 99.28% | 99.28% |
18.11.2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 374'015 | 47'449 CHF | 21'795 CHF | 99.29% | 99.29% |
15.11.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 929'089 | 475'958 | 50'571 CHF | 30'669 CHF | 99.39% | 99.39% |
14.11.2024 | 14.16% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 768'341 | 394'045 | 50'396 CHF | 29'816 CHF | 99.39% | 99.39% |
13.11.2024 | 12.56% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 674'582 | 350'567 | 50'351 CHF | 29'673 CHF | 99.36% | 99.36% |
12.11.2024 | 12.19% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 651'612 | 338'370 | 50'192 CHF | 29'444 CHF | 99.08% | 99.08% |
11.11.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'697 | 321'005 | 49'969 CHF | 29'087 CHF | 99.24% | 99.24% |
08.11.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 633'858 | 327'056 | 50'242 CHF | 29'184 CHF | 99.39% | 99.39% |
07.11.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 605'941 | 307'606 | 50'573 CHF | 28'740 CHF | 99.24% | 99.24% |