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 | 21.29% | 0.08 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'164 CHF | 99'296 CHF | 100.00% | 100.00% |
19.11.2024 | 15.38% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'846 CHF | 100'000 CHF | 85.49% | 85.49% |
18.11.2024 | 13.69% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'371 CHF | 115'213 CHF | 100.00% | 100.00% |
15.11.2024 | 13.37% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 96'809 CHF | 110'577 CHF | 100.00% | 100.00% |
14.11.2024 | 17.38% | 0.09 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 85'888 CHF | 102'156 CHF | 99.27% | 99.27% |
13.11.2024 | 14.72% | 0.08 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 991'324 | 991'324 | 79'055 CHF | 91'640 CHF | 99.40% | 99.40% |
12.11.2024 | 14.58% | 0.07 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 78'632 CHF | 90'961 CHF | 100.00% | 100.00% |
11.11.2024 | 17.50% | 0.09 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 90'000 CHF | 107'362 CHF | 100.00% | 100.00% |
08.11.2024 | 19.57% | 0.09 CHF | 0.10 CHF | 750'000 | 750'000 | 664'151 | 664'151 | 63'413 CHF | 76'071 CHF | 96.73% | 96.73% |
07.11.2024 | 10.22% | 0.14 CHF | 0.16 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 107'557 CHF | 119'086 CHF | 91.73% | 91.73% |