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 | 11.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'845 | 83'622 CHF | 45'496 CHF | 98.71% | 98.71% |
19.11.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'785 | 86'442 CHF | 46'726 CHF | 98.66% | 98.66% |
18.11.2024 | 9.10% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 105'197 CHF | 46'079 CHF | 98.73% | 98.73% |
15.11.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 100'135 CHF | 44'054 CHF | 98.27% | 98.27% |
14.11.2024 | 11.14% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 473'932 | 85'103 CHF | 44'936 CHF | 97.71% | 97.71% |
13.11.2024 | 13.24% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'586 CHF | 40'293 CHF | 98.92% | 98.92% |
12.11.2024 | 10.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 425'344 | 89'455 CHF | 42'100 CHF | 92.58% | 92.58% |
11.11.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 440'025 | 88'807 CHF | 43'382 CHF | 98.94% | 98.94% |
08.11.2024 | 10.43% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 444'514 | 91'195 CHF | 44'848 CHF | 92.69% | 92.69% |
07.11.2024 | 8.11% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'713 CHF | 51'485 CHF | 98.05% | 98.05% |