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 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'823 CHF | 47'929 CHF | 99.50% | 99.50% |
19.11.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'540 | 112'010 CHF | 48'864 CHF | 99.26% | 99.26% |
18.11.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'783 CHF | 47'913 CHF | 99.22% | 99.22% |
15.11.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 405'268 | 112'595 CHF | 49'618 CHF | 99.40% | 99.40% |
14.11.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 149'827 CHF | 63'931 CHF | 97.31% | 97.31% |
13.11.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 153'188 CHF | 65'275 CHF | 99.37% | 99.37% |
12.11.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 905'940 | 305'940 | 153'524 CHF | 54'872 CHF | 99.33% | 99.33% |
11.11.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 167'274 CHF | 58'758 CHF | 99.37% | 99.37% |
08.11.2024 | 5.11% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'649 CHF | 60'216 CHF | 93.13% | 93.13% |
07.11.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 164'442 CHF | 57'814 CHF | 98.59% | 98.59% |