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 | 18.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'510 CHF | 29'755 CHF | 99.15% | 99.15% |
19.11.2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'247 CHF | 31'123 CHF | 98.10% | 98.10% |
18.11.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'984 CHF | 40'992 CHF | 98.88% | 98.88% |
15.11.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'314 CHF | 46'157 CHF | 98.28% | 98.28% |
14.11.2024 | 11.77% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'670 CHF | 45'335 CHF | 97.92% | 97.92% |
13.11.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'737 CHF | 40'869 CHF | 99.15% | 99.15% |
12.11.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'345 CHF | 52'672 CHF | 98.01% | 98.01% |
11.11.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'801 CHF | 41'401 CHF | 98.64% | 98.64% |
08.11.2024 | 17.75% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'537 CHF | 30'768 CHF | 98.82% | 98.82% |
07.11.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'478 CHF | 34'739 CHF | 98.03% | 98.03% |