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 | 17.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'668 CHF | 30'834 CHF | 99.35% | 99.35% |
19.11.2024 | 18.56% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'125 CHF | 29'563 CHF | 96.28% | 96.28% |
18.11.2024 | 18.99% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 47'990 CHF | 28'995 CHF | 94.47% | 94.47% |
15.11.2024 | 16.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 55'766 CHF | 32'883 CHF | 91.52% | 91.52% |
14.11.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'058 CHF | 35'029 CHF | 94.86% | 94.86% |
13.11.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'000 CHF | 35'000 CHF | 83.41% | 83.41% |
12.11.2024 | 12.09% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'951 CHF | 43'975 CHF | 91.95% | 91.95% |
11.11.2024 | 10.07% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 468'241 | 94'822 CHF | 48'917 CHF | 82.28% | 82.28% |
08.11.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'391 CHF | 45'696 CHF | 89.21% | 89.21% |
07.11.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'277 CHF | 45'138 CHF | 80.35% | 80.35% |