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 | 8.82% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'483 CHF | 59'242 CHF | 99.12% | 99.12% |
19.11.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'269 CHF | 56'135 CHF | 98.73% | 98.73% |
18.11.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 110'899 CHF | 60'450 CHF | 99.05% | 99.05% |
15.11.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'838 CHF | 59'919 CHF | 99.42% | 99.42% |
14.11.2024 | 10.53% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'783 CHF | 50'392 CHF | 97.62% | 97.62% |
13.11.2024 | 13.16% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 71'124 CHF | 40'562 CHF | 99.34% | 99.34% |
12.11.2024 | 11.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'819 CHF | 47'909 CHF | 93.10% | 93.10% |
11.11.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'159 CHF | 56'079 CHF | 99.06% | 99.06% |
08.11.2024 | 9.17% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 104'324 CHF | 57'162 CHF | 99.32% | 99.32% |
07.11.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'397 CHF | 69'198 CHF | 98.60% | 98.60% |