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 | 8.64% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'847 CHF | 60'423 CHF | 99.09% | 99.09% |
19.11.2024 | 9.24% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 103'546 CHF | 56'773 CHF | 98.75% | 98.75% |
18.11.2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'750 CHF | 62'875 CHF | 99.02% | 99.02% |
15.11.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 116'699 CHF | 63'350 CHF | 99.44% | 99.44% |
14.11.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 92'644 CHF | 51'322 CHF | 97.63% | 97.63% |
13.11.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'912 CHF | 40'456 CHF | 99.34% | 99.34% |
12.11.2024 | 11.12% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'609 CHF | 47'805 CHF | 93.10% | 93.10% |
11.11.2024 | 8.89% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'736 CHF | 58'868 CHF | 99.06% | 99.06% |
08.11.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'491 CHF | 59'245 CHF | 97.78% | 97.78% |
07.11.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'827 | 138'295 CHF | 73'960 CHF | 98.60% | 98.60% |