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 | 10.59% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'469 CHF | 39'788 CHF | 99.28% | 99.28% |
19.11.2024 | 9.75% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'757 CHF | 43'103 CHF | 99.31% | 99.31% |
18.11.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'544 CHF | 43'818 CHF | 99.28% | 99.28% |
15.11.2024 | 10.54% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'103 CHF | 40'041 CHF | 99.39% | 99.39% |
14.11.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'542 | 94'775 CHF | 41'959 CHF | 98.03% | 98.03% |
13.11.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'780 CHF | 39'912 CHF | 99.33% | 99.33% |
12.11.2024 | 8.93% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 107'361 CHF | 46'944 CHF | 99.35% | 99.35% |
11.11.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 988'025 | 388'025 | 109'945 CHF | 46'984 CHF | 98.25% | 98.25% |
08.11.2024 | 7.99% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'125 CHF | 39'042 CHF | 99.33% | 99.33% |
07.11.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 125'115 CHF | 44'705 CHF | 98.59% | 98.59% |