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 | 19.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 999'606 | 297'314 | 45'849 CHF | 16'779 CHF | 100.00% | 100.00% |
19.11.2024 | 15.99% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 877'395 | 428'886 | 50'552 CHF | 29'193 CHF | 99.91% | 99.91% |
18.11.2024 | 20.52% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'840 CHF | 13'460 CHF | 99.90% | 99.90% |
15.11.2024 | 21.00% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 251'430 | 42'764 CHF | 13'270 CHF | 100.00% | 100.00% |
14.11.2024 | 17.78% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 974'919 | 484'031 | 49'993 CHF | 29'690 CHF | 100.00% | 100.00% |
13.11.2024 | 15.22% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 838'681 | 428'390 | 50'870 CHF | 30'277 CHF | 100.00% | 100.00% |
12.11.2024 | 21.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'271 | 281'200 | 41'428 CHF | 14'796 CHF | 99.70% | 99.70% |
11.11.2024 | 20.72% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 251'230 | 43'374 CHF | 13'411 CHF | 99.90% | 99.90% |
08.11.2024 | 18.12% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 990'633 | 465'868 | 49'801 CHF | 28'223 CHF | 100.00% | 100.00% |
07.11.2024 | 19.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 995'580 | 380'648 | 47'377 CHF | 22'172 CHF | 99.91% | 99.91% |