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 | 8.14% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 117'990 CHF | 51'196 CHF | 99.53% | 99.53% |
19.11.2024 | 8.41% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'109 CHF | 49'644 CHF | 99.17% | 99.17% |
18.11.2024 | 7.78% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 998'541 | 398'541 | 123'495 CHF | 53'261 CHF | 99.30% | 99.30% |
15.11.2024 | 8.03% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'959 CHF | 51'983 CHF | 99.40% | 99.40% |
14.11.2024 | 9.00% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 106'383 CHF | 46'553 CHF | 97.76% | 97.76% |
13.11.2024 | 11.94% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 483'872 | 79'261 CHF | 43'018 CHF | 99.20% | 99.20% |
12.11.2024 | 10.44% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 414'937 | 91'262 CHF | 41'842 CHF | 99.57% | 99.57% |
11.11.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'320 CHF | 47'728 CHF | 99.35% | 99.35% |
08.11.2024 | 8.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 114'837 CHF | 49'935 CHF | 99.36% | 99.36% |
07.11.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 999'615 | 399'615 | 130'129 CHF | 56'016 CHF | 98.77% | 98.77% |