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 | 14.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 423'386 | 63'306 CHF | 30'839 CHF | 99.35% | 99.35% |
19.11.2024 | 12.88% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 995'340 | 402'134 | 73'271 CHF | 33'456 CHF | 96.69% | 96.69% |
18.11.2024 | 10.12% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 979'899 | 379'899 | 92'056 CHF | 39'411 CHF | 97.57% | 97.57% |
15.11.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 999'760 | 399'760 | 90'935 CHF | 40'357 CHF | 95.43% | 95.43% |
14.11.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 78'807 CHF | 35'523 CHF | 99.31% | 99.31% |
13.11.2024 | 12.29% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'055 | 77'048 CHF | 34'963 CHF | 98.93% | 98.93% |
12.11.2024 | 10.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 999'385 | 399'385 | 89'782 CHF | 39'870 CHF | 99.36% | 99.36% |
11.11.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 928'726 | 328'726 | 97'872 CHF | 37'819 CHF | 99.37% | 99.37% |
08.11.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 82'925 CHF | 37'170 CHF | 98.24% | 98.24% |
07.11.2024 | 9.35% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 942'499 | 342'499 | 96'844 CHF | 38'309 CHF | 98.64% | 98.64% |