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 | 11.89% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'192 CHF | 44'596 CHF | 99.36% | 99.36% |
19.11.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'049 CHF | 43'524 CHF | 99.27% | 99.27% |
18.11.2024 | 11.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'949 CHF | 45'975 CHF | 99.39% | 99.39% |
15.11.2024 | 11.89% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'431 CHF | 44'716 CHF | 99.39% | 99.39% |
14.11.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'157 CHF | 40'079 CHF | 97.51% | 97.51% |
13.11.2024 | 16.81% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 54'906 CHF | 32'453 CHF | 99.37% | 99.37% |
12.11.2024 | 14.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'313 CHF | 36'657 CHF | 93.10% | 93.10% |
11.11.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'369 CHF | 40'685 CHF | 99.37% | 99.37% |
08.11.2024 | 12.12% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 77'734 CHF | 43'867 CHF | 99.15% | 99.15% |
07.11.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'305 CHF | 49'653 CHF | 98.59% | 98.59% |