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 | 12.29% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'695 | 76'426 CHF | 42'727 CHF | 99.40% | 99.40% |
19.11.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'058 | 81'135 CHF | 38'271 CHF | 98.75% | 98.75% |
18.11.2024 | 10.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'082 CHF | 39'633 CHF | 99.27% | 99.27% |
15.11.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 92'736 CHF | 41'095 CHF | 99.38% | 99.38% |
14.11.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 104'404 CHF | 45'762 CHF | 97.97% | 97.97% |
13.11.2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 418'930 | 83'446 CHF | 39'029 CHF | 99.33% | 99.33% |
12.11.2024 | 10.64% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'054 CHF | 39'622 CHF | 99.33% | 99.33% |
11.11.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 94'411 CHF | 41'764 CHF | 99.34% | 99.34% |
08.11.2024 | 9.89% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 96'431 CHF | 42'572 CHF | 99.36% | 99.36% |
07.11.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'541 | 101'995 CHF | 45'152 CHF | 98.60% | 98.60% |