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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.12.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'571 CHF | 54'786 CHF | 99.78% | 99.78% |
09.12.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 99'973 CHF | 54'987 CHF | 99.28% | 99.28% |
06.12.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'408 CHF | 45'704 CHF | 99.24% | 99.24% |
05.12.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'952 CHF | 37'476 CHF | 99.78% | 99.78% |
04.12.2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'344 CHF | 31'172 CHF | 98.66% | 98.66% |
03.12.2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'455 CHF | 31'228 CHF | 99.81% | 99.81% |
02.12.2024 | 17.70% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'736 CHF | 30'868 CHF | 98.49% | 98.49% |
29.11.2024 | 17.56% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 52'239 CHF | 31'120 CHF | 97.63% | 97.63% |
28.11.2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 1'000'000 | 430'795 | 51'233 CHF | 26'457 CHF | 99.34% | 99.34% |
27.11.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 99.59% | 99.59% |