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 | 21.97% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'569 CHF | 12'642 CHF | 100.00% | 100.00% |
19.11.2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'949 CHF | 12'737 CHF | 99.87% | 99.87% |
18.11.2024 | 21.19% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 42'328 CHF | 13'082 CHF | 99.91% | 99.91% |
15.11.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'885 CHF | 13'721 CHF | 100.00% | 100.00% |
14.11.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'979 CHF | 13'745 CHF | 99.99% | 99.99% |
13.11.2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'475 CHF | 13'369 CHF | 100.00% | 100.00% |
12.11.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'844 | 250'000 | 44'682 CHF | 13'751 CHF | 99.69% | 99.69% |
11.11.2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 463'998 | 49'413 CHF | 27'689 CHF | 99.84% | 99.84% |
08.11.2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 999'343 | 337'108 | 46'994 CHF | 19'445 CHF | 100.00% | 100.00% |
07.11.2024 | 17.64% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 969'972 | 489'991 | 50'178 CHF | 30'258 CHF | 99.91% | 99.91% |