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 | 20.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'113 | 249'582 | 44'735 CHF | 13'727 CHF | 99.39% | 99.39% |
19.11.2024 | 18.44% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 996'612 | 471'011 | 49'109 CHF | 27'995 CHF | 99.20% | 99.20% |
18.11.2024 | 18.39% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 471'780 | 49'436 CHF | 28'158 CHF | 99.27% | 99.27% |
15.11.2024 | 19.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'247 | 344'152 | 46'647 CHF | 19'852 CHF | 99.37% | 99.37% |
14.11.2024 | 16.74% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 924'646 | 474'882 | 50'605 CHF | 30'742 CHF | 99.39% | 99.39% |
13.11.2024 | 16.80% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 929'094 | 475'580 | 50'674 CHF | 30'701 CHF | 99.36% | 99.36% |
12.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 988'603 | 496'201 | 49'430 CHF | 29'772 CHF | 99.08% | 99.08% |
11.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.22% | 99.22% |
08.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 992'848 | 497'616 | 49'640 CHF | 29'856 CHF | 99.38% | 99.38% |
07.11.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'941 | 419'851 | 48'414 CHF | 24'823 CHF | 99.25% | 99.25% |