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 | 15.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'107 CHF | 35'053 CHF | 98.63% | 98.63% |
19.11.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'936 CHF | 34'968 CHF | 89.10% | 89.10% |
18.11.2024 | 12.72% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 73'936 CHF | 41'968 CHF | 97.16% | 97.16% |
15.11.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 76'990 CHF | 43'495 CHF | 91.35% | 91.35% |
14.11.2024 | 10.63% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 89'211 CHF | 49'605 CHF | 98.99% | 98.99% |
13.11.2024 | 10.91% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 86'939 CHF | 48'469 CHF | 98.94% | 98.94% |
12.11.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 459'119 | 97'591 CHF | 49'298 CHF | 99.32% | 99.32% |
11.11.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'761 CHF | 47'905 CHF | 99.33% | 99.33% |
08.11.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 108'873 CHF | 47'549 CHF | 98.12% | 98.12% |
07.11.2024 | 7.42% | 0.12 CHF | 0.13 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 129'953 CHF | 55'981 CHF | 98.66% | 98.66% |