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 | 20.58% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'204 | 250'000 | 43'396 CHF | 13'426 CHF | 99.38% | 99.38% |
19.11.2024 | 20.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 981'149 | 250'000 | 43'456 CHF | 13'576 CHF | 99.26% | 99.26% |
18.11.2024 | 20.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'349 | 286'033 | 45'065 CHF | 15'888 CHF | 99.29% | 99.29% |
15.11.2024 | 19.07% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'054 | 375'125 | 47'251 CHF | 21'853 CHF | 99.37% | 99.37% |
14.11.2024 | 20.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'482 | 250'000 | 44'238 CHF | 13'622 CHF | 99.35% | 99.35% |
13.11.2024 | 19.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'770 | 379'384 | 47'339 CHF | 22'109 CHF | 99.36% | 99.36% |
12.11.2024 | 19.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 995'088 | 388'891 | 47'362 CHF | 22'640 CHF | 99.08% | 99.08% |
11.11.2024 | 16.87% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 932'334 | 477'444 | 50'623 CHF | 30'706 CHF | 99.27% | 99.27% |
08.11.2024 | 16.88% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 934'743 | 478'248 | 50'730 CHF | 30'744 CHF | 99.39% | 99.39% |
07.11.2024 | 18.37% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 980'224 | 425'849 | 48'609 CHF | 25'677 CHF | 99.22% | 99.22% |