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 | 22.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'113 | 250'000 | 39'275 CHF | 12'378 CHF | 99.39% | 99.39% |
19.11.2024 | 21.48% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'644 | 250'000 | 41'527 CHF | 12'915 CHF | 99.25% | 99.25% |
18.11.2024 | 20.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'393 CHF | 13'348 CHF | 99.29% | 99.29% |
15.11.2024 | 23.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 994'834 | 252'137 | 38'129 CHF | 12'198 CHF | 99.38% | 99.38% |
14.11.2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 961'033 | 476'587 | 49'840 CHF | 29'558 CHF | 99.38% | 99.38% |
13.11.2024 | 17.76% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 950'339 | 432'831 | 49'031 CHF | 27'081 CHF | 99.36% | 99.36% |
12.11.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 988'751 | 250'000 | 39'551 CHF | 12'500 CHF | 99.07% | 99.07% |
11.11.2024 | 21.46% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'704 CHF | 12'926 CHF | 99.24% | 99.24% |
08.11.2024 | 21.42% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'771 | 250'000 | 41'520 CHF | 12'952 CHF | 99.39% | 99.39% |
07.11.2024 | 22.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'985 | 250'000 | 38'951 CHF | 12'278 CHF | 99.24% | 99.24% |