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 | 8.51% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 112'715 CHF | 49'086 CHF | 98.50% | 98.50% |
19.11.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 104'615 CHF | 45'846 CHF | 98.45% | 98.45% |
18.11.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'460 CHF | 53'784 CHF | 98.72% | 98.72% |
15.11.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'259 CHF | 54'504 CHF | 98.54% | 98.54% |
14.11.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'718 CHF | 47'487 CHF | 97.49% | 97.49% |
13.11.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'384 CHF | 49'754 CHF | 98.83% | 98.83% |
12.11.2024 | 7.51% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'319 CHF | 55'328 CHF | 98.56% | 98.56% |
11.11.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'543 CHF | 56'848 CHF | 99.16% | 99.16% |
08.11.2024 | 6.26% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 953'802 | 353'802 | 147'929 CHF | 58'152 CHF | 98.44% | 98.44% |
07.11.2024 | 4.50% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 832'323 | 277'441 | 180'993 CHF | 63'105 CHF | 98.06% | 98.06% |