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 | 9.76% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'725 CHF | 53'863 CHF | 99.08% | 99.08% |
19.11.2024 | 11.96% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'356 CHF | 44'678 CHF | 88.39% | 88.39% |
18.11.2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'378 CHF | 39'689 CHF | 97.39% | 97.39% |
15.11.2024 | 13.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'415 CHF | 39'207 CHF | 91.56% | 91.56% |
14.11.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 145'463 CHF | 77'732 CHF | 99.09% | 99.09% |
13.11.2024 | 9.44% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'322 CHF | 56'161 CHF | 98.72% | 98.72% |
12.11.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 107'117 CHF | 58'558 CHF | 99.30% | 99.30% |
11.11.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 118'878 CHF | 64'439 CHF | 99.33% | 99.33% |
08.11.2024 | 7.58% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'574 CHF | 68'787 CHF | 98.17% | 98.17% |
07.11.2024 | 10.06% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'773 CHF | 52'387 CHF | 97.41% | 97.41% |