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 | 15.29% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'445 CHF | 35'223 CHF | 99.37% | 99.37% |
19.11.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'650 CHF | 33'325 CHF | 96.68% | 96.68% |
18.11.2024 | 12.98% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'262 CHF | 41'631 CHF | 97.60% | 97.60% |
15.11.2024 | 12.33% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'620 CHF | 43'310 CHF | 96.55% | 96.55% |
14.11.2024 | 13.22% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'746 CHF | 40'373 CHF | 99.34% | 99.34% |
13.11.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'442 CHF | 40'221 CHF | 99.36% | 99.36% |
12.11.2024 | 12.89% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 72'864 CHF | 41'432 CHF | 99.39% | 99.39% |
11.11.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'067 CHF | 41'534 CHF | 99.31% | 99.31% |
08.11.2024 | 12.01% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'448 CHF | 44'224 CHF | 99.33% | 99.33% |
07.11.2024 | 8.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 497'996 | 110'656 CHF | 60'052 CHF | 98.51% | 98.51% |