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 | 14.94% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'155 CHF | 36'078 CHF | 99.52% | 99.52% |
19.11.2024 | 13.95% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'993 CHF | 38'496 CHF | 99.44% | 99.44% |
18.11.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 63'385 CHF | 36'693 CHF | 99.23% | 99.23% |
15.11.2024 | 14.10% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 66'277 CHF | 38'138 CHF | 99.39% | 99.39% |
14.11.2024 | 10.43% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'949 CHF | 50'475 CHF | 97.77% | 97.77% |
13.11.2024 | 10.06% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'639 CHF | 52'320 CHF | 99.38% | 99.38% |
12.11.2024 | 8.92% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'563 | 107'249 CHF | 56'892 CHF | 96.16% | 96.16% |
11.11.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'951 CHF | 51'980 CHF | 99.37% | 99.37% |
08.11.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 121'034 CHF | 52'414 CHF | 93.11% | 93.11% |
07.11.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 119'618 CHF | 51'847 CHF | 98.60% | 98.60% |