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 | 27.95% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 30'870 CHF | 10'218 CHF | 99.48% | 99.48% |
19.11.2024 | 28.05% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 991'000 | 250'000 | 30'453 CHF | 10'181 CHF | 98.38% | 98.38% |
18.11.2024 | 25.18% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'750 CHF | 11'188 CHF | 99.31% | 99.31% |
15.11.2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'489 CHF | 12'372 CHF | 99.33% | 99.33% |
14.11.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'000 CHF | 11'250 CHF | 99.18% | 99.18% |
13.11.2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 885'329 | 222'907 | 30'667 CHF | 9'952 CHF | 98.67% | 98.67% |
12.11.2024 | 24.92% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 496'647 | 125'000 | 17'456 CHF | 5'643 CHF | 98.64% | 98.64% |
11.11.2024 | 25.12% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 499'997 | 125'000 | 17'417 CHF | 5'604 CHF | 98.24% | 98.24% |
08.11.2024 | 21.64% | 0.04 CHF | 0.05 CHF | 500'000 | 125'000 | 500'000 | 125'000 | 20'745 CHF | 6'436 CHF | 99.39% | 99.39% |
07.11.2024 | 20.18% | 0.05 CHF | 0.06 CHF | 500'000 | 125'000 | 500'000 | 128'150 | 22'306 CHF | 7'000 CHF | 99.06% | 99.06% |