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 | 10.05% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 427'161 | 95'471 CHF | 44'724 CHF | 98.90% | 98.90% |
19.11.2024 | 14.23% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 493'892 | 67'047 CHF | 37'838 CHF | 88.39% | 88.39% |
18.11.2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'296 CHF | 31'148 CHF | 97.35% | 97.35% |
15.11.2024 | 15.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'399 CHF | 35'200 CHF | 90.02% | 90.02% |
14.11.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 953'712 | 353'712 | 172'938 CHF | 67'378 CHF | 99.03% | 99.03% |
13.11.2024 | 8.72% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 428'625 | 112'411 CHF | 52'109 CHF | 98.69% | 98.69% |
12.11.2024 | 7.84% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'160 | 122'753 CHF | 53'119 CHF | 99.30% | 99.30% |
11.11.2024 | 6.63% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 146'369 CHF | 62'548 CHF | 99.35% | 99.35% |
08.11.2024 | 6.16% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 964'724 | 364'724 | 152'639 CHF | 60'963 CHF | 98.16% | 98.16% |
07.11.2024 | 9.27% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 428'970 | 103'773 CHF | 48'497 CHF | 97.36% | 97.36% |