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 | 9.18% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 104'136 CHF | 17'120 CHF | 99.38% | 99.38% |
19.11.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 92'972 CHF | 15'446 CHF | 99.38% | 99.38% |
18.11.2024 | 9.58% | 0.11 CHF | 0.12 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 99'592 CHF | 16'439 CHF | 99.26% | 99.26% |
15.11.2024 | 10.39% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 91'414 CHF | 15'212 CHF | 99.38% | 99.38% |
14.11.2024 | 11.74% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 81'099 CHF | 13'665 CHF | 99.37% | 99.37% |
13.11.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 68'651 CHF | 11'798 CHF | 99.38% | 99.38% |
12.11.2024 | 11.95% | 0.07 CHF | 0.08 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 78'795 CHF | 13'319 CHF | 99.38% | 99.38% |
11.11.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 81'623 CHF | 13'743 CHF | 99.38% | 99.38% |
08.11.2024 | 10.38% | 0.10 CHF | 0.11 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 91'499 CHF | 15'225 CHF | 99.38% | 99.38% |
07.11.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1'000'000 | 150'000 | 1'000'000 | 150'000 | 89'992 CHF | 14'999 CHF | 98.38% | 98.38% |