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 | 9.54% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 99'925 CHF | 43'970 CHF | 99.40% | 99.40% |
19.11.2024 | 8.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 967'174 | 367'174 | 112'628 CHF | 46'194 CHF | 98.73% | 98.73% |
18.11.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'565 CHF | 43'026 CHF | 99.07% | 99.07% |
15.11.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 996'521 | 396'521 | 106'112 CHF | 46'127 CHF | 99.55% | 99.55% |
14.11.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 909'994 | 315'160 | 131'506 CHF | 48'461 CHF | 97.59% | 97.59% |
13.11.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 762'388 | 254'129 | 144'670 CHF | 50'765 CHF | 99.34% | 99.34% |
12.11.2024 | 6.52% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 875'340 | 291'780 | 130'531 CHF | 46'428 CHF | 96.05% | 96.05% |
11.11.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 110'887 CHF | 48'355 CHF | 99.06% | 99.06% |
08.11.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 999'410 | 399'410 | 117'208 CHF | 50'831 CHF | 99.14% | 99.14% |
07.11.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 475'727 | 100'030 CHF | 51'860 CHF | 98.60% | 98.60% |