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 | 14.30% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 65'294 CHF | 37'647 CHF | 99.43% | 99.43% |
19.11.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'980 CHF | 34'990 CHF | 96.81% | 96.81% |
18.11.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'164 CHF | 35'082 CHF | 97.75% | 97.75% |
15.11.2024 | 13.49% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 69'593 CHF | 39'796 CHF | 96.51% | 96.51% |
14.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'048 CHF | 50'024 CHF | 99.32% | 99.32% |
13.11.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'970 CHF | 44'985 CHF | 98.98% | 98.98% |
12.11.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'218 CHF | 45'109 CHF | 99.37% | 99.37% |
11.11.2024 | 10.10% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'234 CHF | 52'117 CHF | 99.35% | 99.35% |
08.11.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'441 CHF | 59'220 CHF | 99.34% | 99.34% |
07.11.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'419 CHF | 59'710 CHF | 98.67% | 98.67% |