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 | 20.02% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 994'783 | 250'000 | 44'718 CHF | 13'738 CHF | 99.38% | 99.38% |
19.11.2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'038 CHF | 12'510 CHF | 99.27% | 99.27% |
18.11.2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 262'833 | 43'942 CHF | 14'237 CHF | 99.30% | 99.30% |
15.11.2024 | 17.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 943'643 | 481'215 | 50'294 CHF | 30'474 CHF | 99.39% | 99.39% |
14.11.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 996'134 | 488'720 | 49'592 CHF | 29'246 CHF | 99.35% | 99.35% |
13.11.2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 988'219 | 496'071 | 49'954 CHF | 30'041 CHF | 99.38% | 99.38% |
12.11.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 989'146 | 491'112 | 49'417 CHF | 29'451 CHF | 99.09% | 99.09% |
11.11.2024 | 17.46% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 954'258 | 463'268 | 49'962 CHF | 29'014 CHF | 99.30% | 99.30% |
08.11.2024 | 20.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'251 | 284'345 | 43'156 CHF | 15'336 CHF | 99.39% | 99.39% |
07.11.2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 967'809 | 436'853 | 49'135 CHF | 26'847 CHF | 99.27% | 99.27% |