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 | 12.57% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'843 CHF | 42'422 CHF | 97.04% | 97.04% |
19.11.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'013 CHF | 45'007 CHF | 96.19% | 96.19% |
18.11.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 81'856 CHF | 45'928 CHF | 92.63% | 92.63% |
15.11.2024 | 10.56% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'736 CHF | 49'868 CHF | 93.20% | 93.20% |
14.11.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 85'530 CHF | 47'765 CHF | 98.80% | 98.80% |
13.11.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'061 CHF | 40'031 CHF | 94.98% | 94.98% |
12.11.2024 | 11.80% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 79'772 CHF | 44'886 CHF | 98.91% | 98.91% |
11.11.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'025 CHF | 50'012 CHF | 92.92% | 92.92% |
08.11.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 90'199 CHF | 50'100 CHF | 97.07% | 97.07% |
07.11.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'155 CHF | 53'077 CHF | 98.65% | 98.65% |