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 | 24.84% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'256 | 250'000 | 35'084 CHF | 11'321 CHF | 99.38% | 99.38% |
19.11.2024 | 24.91% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'532 | 250'000 | 35'037 CHF | 11'290 CHF | 99.27% | 99.27% |
18.11.2024 | 23.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 37'289 CHF | 11'822 CHF | 99.28% | 99.28% |
15.11.2024 | 21.25% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'792 | 250'000 | 41'971 CHF | 13'045 CHF | 99.39% | 99.39% |
14.11.2024 | 24.89% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'260 | 250'000 | 35'026 CHF | 11'298 CHF | 99.39% | 99.39% |
13.11.2024 | 24.78% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'739 | 250'000 | 35'256 CHF | 11'351 CHF | 99.35% | 99.35% |
12.11.2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'562 | 250'000 | 39'737 CHF | 12'552 CHF | 99.09% | 99.09% |
11.11.2024 | 21.36% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'940 CHF | 12'985 CHF | 99.23% | 99.23% |
08.11.2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'831 | 259'894 | 43'152 CHF | 13'926 CHF | 99.39% | 99.39% |
07.11.2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 991'979 | 463'183 | 48'934 CHF | 27'603 CHF | 99.25% | 99.25% |