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 | 21.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 993'389 | 250'000 | 41'063 CHF | 12'837 CHF | 99.38% | 99.38% |
19.11.2024 | 20.85% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'711 | 253'724 | 42'888 CHF | 13'475 CHF | 98.88% | 98.88% |
18.11.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 997'955 | 496'699 | 49'865 CHF | 29'796 CHF | 99.26% | 99.26% |
15.11.2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 994'158 | 394'986 | 47'654 CHF | 23'174 CHF | 99.38% | 99.38% |
14.11.2024 | 23.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'608 | 250'000 | 36'805 CHF | 11'750 CHF | 99.35% | 99.35% |
13.11.2024 | 22.67% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'925 | 250'000 | 38'992 CHF | 12'299 CHF | 99.36% | 99.36% |
12.11.2024 | 21.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'314 | 253'857 | 41'393 CHF | 13'094 CHF | 99.06% | 99.06% |
11.11.2024 | 19.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 323'440 | 46'576 CHF | 18'538 CHF | 99.29% | 99.29% |
08.11.2024 | 19.96% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 990'899 | 261'861 | 44'691 CHF | 14'453 CHF | 99.38% | 99.38% |
07.11.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 866'878 | 441'071 | 50'576 CHF | 30'140 CHF | 99.27% | 99.27% |