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 | 19.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 276'883 | 45'307 CHF | 15'422 CHF | 100.00% | 100.00% |
19.11.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 974'195 | 468'210 | 49'947 CHF | 28'831 CHF | 99.89% | 99.89% |
18.11.2024 | 19.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 322'861 | 46'365 CHF | 18'422 CHF | 99.91% | 99.91% |
15.11.2024 | 22.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'354 CHF | 12'339 CHF | 100.00% | 100.00% |
14.11.2024 | 19.59% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'535 | 365'810 | 46'230 CHF | 21'161 CHF | 100.00% | 100.00% |
13.11.2024 | 17.10% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 943'040 | 475'814 | 50'451 CHF | 30'221 CHF | 100.00% | 100.00% |
12.11.2024 | 18.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 991'379 | 417'748 | 48'447 CHF | 24'849 CHF | 99.70% | 99.70% |
11.11.2024 | 23.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'996 CHF | 11'999 CHF | 99.88% | 99.88% |
08.11.2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'495 CHF | 12'874 CHF | 100.00% | 100.00% |
07.11.2024 | 20.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'712 | 44'720 CHF | 14'399 CHF | 99.90% | 99.90% |