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 | 9.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 100'373 CHF | 55'186 CHF | 98.95% | 98.95% |
19.11.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'133 CHF | 55'567 CHF | 98.26% | 98.26% |
18.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 128'149 CHF | 69'074 CHF | 98.93% | 98.93% |
15.11.2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 137'153 CHF | 73'577 CHF | 98.32% | 98.32% |
14.11.2024 | 7.28% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 133'086 CHF | 71'543 CHF | 97.76% | 97.76% |
13.11.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 122'273 CHF | 66'137 CHF | 98.92% | 98.92% |
12.11.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 152'278 CHF | 81'139 CHF | 92.91% | 92.91% |
11.11.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 127'073 CHF | 68'537 CHF | 98.64% | 98.64% |
08.11.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'291 CHF | 55'645 CHF | 92.69% | 92.69% |
07.11.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'261 CHF | 59'631 CHF | 98.09% | 98.09% |