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 | 25.58% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'189 CHF | 11'047 CHF | 99.39% | 99.39% |
19.11.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'034 | 250'000 | 34'787 CHF | 11'249 CHF | 99.29% | 99.29% |
18.11.2024 | 22.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'895 | 250'000 | 39'518 CHF | 12'421 CHF | 99.28% | 99.28% |
15.11.2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'855 CHF | 12'464 CHF | 99.39% | 99.39% |
14.11.2024 | 23.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'478 | 250'000 | 37'142 CHF | 11'861 CHF | 99.38% | 99.38% |
13.11.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'075 | 250'000 | 38'832 CHF | 12'277 CHF | 99.38% | 99.38% |
12.11.2024 | 21.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'526 | 250'000 | 41'255 CHF | 12'879 CHF | 99.08% | 99.08% |
11.11.2024 | 19.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'382 | 260'435 | 44'970 CHF | 14'400 CHF | 99.26% | 99.26% |
08.11.2024 | 19.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 294'046 | 45'827 CHF | 16'578 CHF | 99.39% | 99.39% |
07.11.2024 | 19.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'271 | 272'518 | 44'965 CHF | 15'114 CHF | 99.28% | 99.28% |