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 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'030 CHF | 40'015 CHF | 99.52% | 99.52% |
19.11.2024 | 12.39% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'997 CHF | 42'999 CHF | 99.39% | 99.39% |
18.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.56% | 99.56% |
15.11.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'555 CHF | 42'277 CHF | 99.40% | 99.40% |
14.11.2024 | 9.24% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 103'399 CHF | 45'360 CHF | 97.74% | 97.74% |
13.11.2024 | 8.95% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 107'023 CHF | 46'809 CHF | 99.37% | 99.37% |
12.11.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 120'837 CHF | 52'335 CHF | 93.11% | 93.11% |
11.11.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 957'710 | 357'710 | 132'808 CHF | 53'144 CHF | 99.37% | 99.37% |
08.11.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 944'123 | 344'123 | 133'078 CHF | 51'919 CHF | 96.57% | 96.57% |
07.11.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 973'404 | 373'404 | 134'951 CHF | 55'479 CHF | 98.60% | 98.60% |