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 | 13.92% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'136 CHF | 38'568 CHF | 99.36% | 99.36% |
19.11.2024 | 12.90% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'946 CHF | 41'473 CHF | 96.70% | 96.70% |
18.11.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'713 CHF | 49'856 CHF | 97.50% | 97.50% |
15.11.2024 | 11.48% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 82'406 CHF | 46'203 CHF | 96.03% | 96.03% |
14.11.2024 | 12.68% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'153 CHF | 42'077 CHF | 99.26% | 99.26% |
13.11.2024 | 13.17% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'283 CHF | 40'642 CHF | 98.76% | 98.76% |
12.11.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'858 CHF | 43'929 CHF | 99.36% | 99.36% |
11.11.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'116 CHF | 47'558 CHF | 99.36% | 99.36% |
08.11.2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'484 CHF | 40'742 CHF | 98.24% | 98.24% |
07.11.2024 | 11.06% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'099 CHF | 48'050 CHF | 98.70% | 98.70% |