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 | 18.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 446'717 | 49'044 CHF | 26'545 CHF | 100.00% | 100.00% |
19.11.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 998'702 | 400'958 | 47'780 CHF | 23'428 CHF | 99.91% | 99.91% |
18.11.2024 | 17.25% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 951'915 | 483'567 | 50'444 CHF | 30'475 CHF | 99.90% | 99.90% |
15.11.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 855'447 | 428'632 | 50'903 CHF | 29'789 CHF | 100.00% | 100.00% |
14.11.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 878'507 | 436'380 | 50'885 CHF | 29'672 CHF | 99.96% | 99.96% |
13.11.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 332'770 | 46'744 CHF | 19'051 CHF | 100.00% | 100.00% |
12.11.2024 | 17.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 943'923 | 473'085 | 49'785 CHF | 29'738 CHF | 99.69% | 99.69% |
11.11.2024 | 13.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 731'383 | 378'187 | 50'651 CHF | 29'974 CHF | 99.89% | 99.89% |
08.11.2024 | 12.99% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 702'718 | 368'288 | 50'559 CHF | 30'239 CHF | 100.00% | 100.00% |
07.11.2024 | 10.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 572'420 | 346'911 | 51'326 CHF | 35'089 CHF | 99.90% | 99.90% |