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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 13.01% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 467'666 | 72'314 CHF | 38'253 CHF | 99.10% | 99.10% |
20.11.2024 | 12.26% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 452'823 | 76'963 CHF | 39'187 CHF | 99.56% | 99.56% |
19.11.2024 | 13.31% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 479'289 | 70'827 CHF | 38'514 CHF | 98.75% | 98.75% |
18.11.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'604 | 85'624 CHF | 38'304 CHF | 99.02% | 99.02% |
15.11.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 427'289 | 86'597 CHF | 41'006 CHF | 99.56% | 99.56% |
14.11.2024 | 15.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'369 CHF | 35'185 CHF | 97.60% | 97.60% |
13.11.2024 | 22.82% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'315 CHF | 24'657 CHF | 99.34% | 99.34% |
12.11.2024 | 17.26% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'045 CHF | 32'022 CHF | 98.63% | 98.63% |
11.11.2024 | 11.96% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 470'951 | 79'026 CHF | 41'775 CHF | 99.06% | 99.06% |
08.11.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'562 | 80'738 CHF | 42'723 CHF | 93.13% | 93.13% |