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 | 7.75% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 124'684 CHF | 53'874 CHF | 98.93% | 98.93% |
19.11.2024 | 6.93% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 403'166 | 140'685 CHF | 60'631 CHF | 98.24% | 98.24% |
18.11.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'289 CHF | 54'145 CHF | 98.95% | 98.95% |
15.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'291 CHF | 50'145 CHF | 98.33% | 98.33% |
14.11.2024 | 10.10% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'705 | 95'070 CHF | 51'455 CHF | 97.76% | 97.76% |
13.11.2024 | 8.59% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 467'571 | 112'770 CHF | 56'942 CHF | 98.91% | 98.91% |
12.11.2024 | 11.52% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'424 | 84'723 CHF | 47'126 CHF | 93.36% | 93.36% |
11.11.2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 472'619 | 127'023 CHF | 64'268 CHF | 98.64% | 98.64% |
08.11.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 169'628 CHF | 71'851 CHF | 96.59% | 96.59% |
07.11.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 160'849 CHF | 68'340 CHF | 98.11% | 98.11% |