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 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'959 CHF | 29'980 CHF | 99.49% | 99.49% |
19.11.2024 | 17.67% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 949'478 | 479'336 | 49'133 CHF | 29'622 CHF | 98.79% | 98.79% |
18.11.2024 | 21.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 986'423 | 250'000 | 41'298 CHF | 12'974 CHF | 99.27% | 99.27% |
15.11.2024 | 23.83% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'100 CHF | 11'775 CHF | 99.36% | 99.36% |
14.11.2024 | 24.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'261 | 250'000 | 35'242 CHF | 11'378 CHF | 99.26% | 99.26% |
13.11.2024 | 22.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 863'485 | 219'359 | 34'239 CHF | 10'891 CHF | 98.85% | 98.85% |
12.11.2024 | 25.48% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 496'384 | 125'000 | 17'102 CHF | 5'557 CHF | 99.01% | 99.01% |
11.11.2024 | 19.76% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 492'115 | 187'581 | 22'639 CHF | 10'739 CHF | 99.34% | 99.34% |
08.11.2024 | 17.43% | 0.05 CHF | 0.06 CHF | 463'000 | 238'000 | 480'705 | 243'742 | 25'200 CHF | 15'221 CHF | 99.45% | 99.45% |
07.11.2024 | 17.91% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 495'054 | 248'393 | 25'176 CHF | 15'119 CHF | 99.27% | 99.27% |