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 | 8.32% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 115'680 CHF | 50'272 CHF | 98.78% | 98.78% |
19.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'960 CHF | 47'984 CHF | 98.00% | 98.00% |
18.11.2024 | 9.52% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 101'298 CHF | 44'519 CHF | 98.16% | 98.16% |
15.11.2024 | 9.24% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 103'716 CHF | 45'486 CHF | 98.62% | 98.62% |
14.11.2024 | 7.06% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 925'696 | 325'696 | 126'466 CHF | 47'618 CHF | 96.74% | 96.74% |
13.11.2024 | 5.90% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 148'309 CHF | 52'437 CHF | 97.80% | 97.80% |
12.11.2024 | 4.91% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 825'576 | 275'192 | 163'636 CHF | 57'297 CHF | 98.78% | 98.78% |
11.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 758'775 | 252'925 | 161'686 CHF | 56'425 CHF | 98.77% | 98.77% |
08.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'318 CHF | 63'606 CHF | 97.56% | 97.56% |
07.11.2024 | 4.59% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 874'655 | 291'552 | 186'164 CHF | 64'970 CHF | 96.85% | 96.85% |