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 | 18.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 402'552 | 48'112 CHF | 23'635 CHF | 100.00% | 100.00% |
19.11.2024 | 18.83% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 985'455 | 401'497 | 47'508 CHF | 23'639 CHF | 99.68% | 99.68% |
18.11.2024 | 17.30% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 955'867 | 484'626 | 50'482 CHF | 30'455 CHF | 99.91% | 99.91% |
15.11.2024 | 16.82% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 927'857 | 475'952 | 50'575 CHF | 30'703 CHF | 100.00% | 100.00% |
14.11.2024 | 17.41% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 959'642 | 476'515 | 50'359 CHF | 29'836 CHF | 100.00% | 100.00% |
13.11.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'512 | 45'101 CHF | 14'483 CHF | 100.00% | 100.00% |
12.11.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 996'122 | 483'051 | 49'643 CHF | 28'970 CHF | 99.67% | 99.67% |
11.11.2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 433'643 | 48'704 CHF | 25'641 CHF | 99.90% | 99.90% |
08.11.2024 | 19.28% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 348'751 | 46'985 CHF | 20'098 CHF | 100.00% | 100.00% |
07.11.2024 | 19.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 305'757 | 45'853 CHF | 17'214 CHF | 99.90% | 99.90% |