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 | 15.10% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 61'364 CHF | 35'682 CHF | 99.47% | 99.47% |
19.11.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 58'140 CHF | 34'070 CHF | 96.70% | 96.70% |
18.11.2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'115 CHF | 35'058 CHF | 97.68% | 97.68% |
15.11.2024 | 12.62% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'213 CHF | 42'607 CHF | 96.55% | 96.55% |
14.11.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'355 CHF | 55'177 CHF | 99.35% | 99.35% |
13.11.2024 | 11.27% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 84'027 CHF | 47'014 CHF | 98.80% | 98.80% |
12.11.2024 | 10.66% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'884 CHF | 49'442 CHF | 99.37% | 99.37% |
11.11.2024 | 9.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'178 CHF | 54'589 CHF | 99.38% | 99.38% |
08.11.2024 | 8.22% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 410'051 | 116'815 CHF | 51'929 CHF | 99.34% | 99.34% |
07.11.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'930 CHF | 51'572 CHF | 98.66% | 98.66% |