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 | 16.34% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'575 CHF | 33'288 CHF | 98.93% | 98.93% |
19.11.2024 | 15.59% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'282 CHF | 34'641 CHF | 88.60% | 88.60% |
18.11.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 498'411 | 70'346 CHF | 40'030 CHF | 97.18% | 97.18% |
15.11.2024 | 12.40% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 416'183 | 77'111 CHF | 35'924 CHF | 91.06% | 91.06% |
14.11.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 97'578 CHF | 43'031 CHF | 98.99% | 98.99% |
13.11.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 89'229 CHF | 39'692 CHF | 98.68% | 98.68% |
12.11.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 999'583 | 399'583 | 107'406 CHF | 46'929 CHF | 99.32% | 99.32% |
11.11.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 115'229 CHF | 41'410 CHF | 99.33% | 99.33% |
08.11.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'524 | 300'524 | 110'695 CHF | 39'942 CHF | 98.13% | 98.13% |
07.11.2024 | 6.23% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 776'145 | 258'715 | 120'647 CHF | 42'803 CHF | 98.64% | 98.64% |