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 | 19.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 267'489 | 45'389 CHF | 14'896 CHF | 99.49% | 99.49% |
19.11.2024 | 21.74% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 984'605 | 250'000 | 40'475 CHF | 12'773 CHF | 98.65% | 98.65% |
18.11.2024 | 21.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 993'948 | 250'000 | 40'796 CHF | 12'761 CHF | 99.27% | 99.27% |
15.11.2024 | 20.47% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 998'580 | 250'000 | 43'887 CHF | 13'486 CHF | 98.44% | 98.44% |
14.11.2024 | 18.77% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 997'108 | 444'389 | 48'342 CHF | 26'260 CHF | 98.59% | 98.59% |
13.11.2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 888'944 | 353'995 | 42'565 CHF | 20'712 CHF | 99.41% | 99.41% |
12.11.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 500'000 | 125'000 | 496'381 | 230'577 | 24'426 CHF | 13'722 CHF | 99.15% | 99.15% |
11.11.2024 | 18.01% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 490'227 | 246'769 | 24'772 CHF | 14'940 CHF | 99.27% | 99.27% |
08.11.2024 | 18.07% | 0.06 CHF | 0.07 CHF | 463'000 | 238'000 | 497'485 | 249'184 | 25'054 CHF | 15'043 CHF | 99.50% | 99.50% |
07.11.2024 | 17.05% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 471'763 | 240'842 | 25'328 CHF | 15'344 CHF | 99.35% | 99.35% |