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 | 69'864 CHF | 39'932 CHF | 98.50% | 98.50% |
19.11.2024 | 14.39% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'884 CHF | 37'442 CHF | 98.83% | 98.83% |
18.11.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'504 CHF | 44'252 CHF | 98.77% | 98.77% |
15.11.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'367 CHF | 45'184 CHF | 98.52% | 98.52% |
14.11.2024 | 13.53% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'029 CHF | 39'515 CHF | 97.45% | 97.45% |
13.11.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'731 CHF | 41'366 CHF | 98.85% | 98.85% |
12.11.2024 | 11.55% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'892 CHF | 45'946 CHF | 98.55% | 98.55% |
11.11.2024 | 8.06% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'118 CHF | 51'647 CHF | 98.83% | 98.83% |
08.11.2024 | 9.42% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 449'047 | 101'775 CHF | 49'945 CHF | 98.34% | 98.34% |
07.11.2024 | 6.47% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 999'750 | 399'750 | 150'953 CHF | 64'353 CHF | 98.33% | 98.33% |