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 | 9.30% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'978 | 102'726 CHF | 56'361 CHF | 99.41% | 99.41% |
19.11.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'665 CHF | 50'833 CHF | 96.75% | 96.75% |
18.11.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 96'613 CHF | 53'306 CHF | 97.72% | 97.72% |
15.11.2024 | 8.45% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 114'171 CHF | 62'086 CHF | 96.53% | 96.53% |
14.11.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 410'284 | 148'079 CHF | 64'774 CHF | 99.38% | 99.38% |
13.11.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 129'426 CHF | 69'713 CHF | 98.94% | 98.94% |
12.11.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 130'342 CHF | 70'171 CHF | 99.37% | 99.37% |
11.11.2024 | 6.50% | 0.14 CHF | 0.15 CHF | 1'000'000 | 500'000 | 1'000'000 | 402'304 | 149'020 CHF | 63'954 CHF | 99.37% | 99.37% |
08.11.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'151 CHF | 71'261 CHF | 99.34% | 99.34% |
07.11.2024 | 5.75% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 168'990 CHF | 71'596 CHF | 98.62% | 98.62% |