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 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.31% | 99.31% |
19.11.2024 | 14.85% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 62'582 CHF | 36'291 CHF | 96.63% | 96.63% |
18.11.2024 | 13.81% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 67'662 CHF | 38'831 CHF | 97.63% | 97.63% |
15.11.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'495 CHF | 40'248 CHF | 91.75% | 91.75% |
14.11.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'402 CHF | 39'201 CHF | 99.24% | 99.24% |
13.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'000 CHF | 40'000 CHF | 99.03% | 99.03% |
12.11.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'021 CHF | 40'011 CHF | 99.36% | 99.36% |
11.11.2024 | 10.74% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'300 CHF | 49'150 CHF | 99.34% | 99.34% |
08.11.2024 | 9.37% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 102'093 CHF | 56'047 CHF | 99.31% | 99.31% |
07.11.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 115'132 CHF | 62'566 CHF | 98.56% | 98.56% |