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 | 19.64% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 299'435 | 45'983 CHF | 16'925 CHF | 100.00% | 100.00% |
19.11.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 255'153 | 44'177 CHF | 13'850 CHF | 99.19% | 99.19% |
18.11.2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 314'871 | 46'330 CHF | 17'917 CHF | 99.89% | 99.89% |
15.11.2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 359'112 | 47'453 CHF | 20'874 CHF | 100.00% | 100.00% |
14.11.2024 | 21.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'495 CHF | 13'124 CHF | 100.00% | 100.00% |
13.11.2024 | 23.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'712 CHF | 11'928 CHF | 100.00% | 100.00% |
12.11.2024 | 18.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'283 | 453'506 | 48'747 CHF | 26'974 CHF | 99.70% | 99.70% |
11.11.2024 | 17.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 990'615 | 495'645 | 50'303 CHF | 30'131 CHF | 99.89% | 99.89% |
08.11.2024 | 18.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 423'115 | 48'612 CHF | 24'993 CHF | 100.00% | 100.00% |
07.11.2024 | 17.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 983'925 | 494'631 | 50'082 CHF | 30'129 CHF | 99.91% | 99.91% |