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 | 13.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'052 CHF | 40'026 CHF | 98.95% | 98.95% |
19.11.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'090 CHF | 37'545 CHF | 98.27% | 98.27% |
18.11.2024 | 9.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 429'509 | 103'144 CHF | 48'404 CHF | 98.94% | 98.94% |
15.11.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 123'050 CHF | 53'220 CHF | 98.36% | 98.36% |
14.11.2024 | 8.17% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 411'226 | 119'214 CHF | 52'811 CHF | 97.76% | 97.76% |
13.11.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 462'727 | 102'869 CHF | 51'659 CHF | 98.94% | 98.94% |
12.11.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 996'449 | 403'312 | 162'126 CHF | 69'251 CHF | 97.72% | 97.72% |
11.11.2024 | 8.32% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 445'384 | 118'790 CHF | 56'436 CHF | 98.64% | 98.64% |
08.11.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'767 CHF | 44'384 CHF | 98.74% | 98.74% |
07.11.2024 | 10.30% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'427 CHF | 51'214 CHF | 98.11% | 98.11% |