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 | 10.63% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'202 CHF | 49'601 CHF | 99.43% | 99.43% |
19.11.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'153 CHF | 49'076 CHF | 96.68% | 96.68% |
18.11.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 100'946 CHF | 44'379 CHF | 97.70% | 97.70% |
15.11.2024 | 8.10% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 118'658 CHF | 51'463 CHF | 96.52% | 96.52% |
14.11.2024 | 7.93% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'261 CHF | 52'504 CHF | 99.34% | 99.34% |
13.11.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 126'741 CHF | 54'696 CHF | 99.03% | 99.03% |
12.11.2024 | 6.95% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'927 CHF | 59'571 CHF | 99.27% | 99.27% |
11.11.2024 | 7.48% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'104 CHF | 55'642 CHF | 99.37% | 99.37% |
08.11.2024 | 8.45% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 113'754 CHF | 49'502 CHF | 99.35% | 99.35% |
07.11.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'111 CHF | 48'044 CHF | 98.74% | 98.74% |