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 | 10.33% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'932 CHF | 50'966 CHF | 99.26% | 99.26% |
19.11.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'328 CHF | 48'664 CHF | 96.64% | 96.64% |
18.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'940 CHF | 49'970 CHF | 97.60% | 97.60% |
15.11.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'090 CHF | 52'045 CHF | 91.83% | 91.83% |
14.11.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'116 CHF | 49'558 CHF | 99.20% | 99.20% |
13.11.2024 | 10.03% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 94'994 CHF | 52'497 CHF | 98.94% | 98.94% |
12.11.2024 | 9.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 98'078 CHF | 54'039 CHF | 99.35% | 99.35% |
11.11.2024 | 8.15% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 117'889 CHF | 63'944 CHF | 99.34% | 99.34% |
08.11.2024 | 7.09% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 136'425 CHF | 73'212 CHF | 99.32% | 99.32% |
07.11.2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 150'656 CHF | 80'328 CHF | 98.59% | 98.59% |