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 | 10.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'285 CHF | 49'143 CHF | 98.28% | 98.28% |
19.11.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'579 CHF | 45'789 CHF | 98.65% | 98.65% |
18.11.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 95'520 CHF | 52'760 CHF | 98.80% | 98.80% |
15.11.2024 | 9.89% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'374 CHF | 53'187 CHF | 98.36% | 98.36% |
14.11.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'958 CHF | 48'479 CHF | 96.99% | 96.99% |
13.11.2024 | 10.68% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'985 CHF | 49'493 CHF | 98.88% | 98.88% |
12.11.2024 | 9.80% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 97'292 CHF | 53'646 CHF | 92.36% | 92.36% |
11.11.2024 | 7.37% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 130'932 CHF | 56'373 CHF | 98.94% | 98.94% |
08.11.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'808 | 116'494 CHF | 50'694 CHF | 97.48% | 97.48% |
07.11.2024 | 5.94% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 963'714 | 363'714 | 158'234 CHF | 63'006 CHF | 98.13% | 98.13% |