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 | 9.33% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 102'586 CHF | 112'586 CHF | 99.42% | 99.42% |
19.11.2024 | 9.98% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 95'649 CHF | 105'649 CHF | 100.00% | 100.00% |
18.11.2024 | 9.37% | 0.09 CHF | 0.10 CHF | 890'000 | 890'000 | 890'000 | 890'000 | 90'789 CHF | 99'689 CHF | 99.26% | 99.26% |
15.11.2024 | 9.59% | 0.11 CHF | 0.12 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 86'802 CHF | 95'502 CHF | 98.65% | 98.65% |
14.11.2024 | 8.39% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 115'172 CHF | 125'172 CHF | 100.00% | 100.00% |
13.11.2024 | 12.21% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 77'395 CHF | 87'395 CHF | 99.08% | 99.08% |
12.11.2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 83'211 CHF | 93'211 CHF | 99.80% | 99.80% |
11.11.2024 | 14.58% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 64'314 CHF | 74'314 CHF | 100.00% | 100.00% |
08.11.2024 | 28.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 30'288 CHF | 40'288 CHF | 100.00% | 100.00% |
07.11.2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 35'103 CHF | 45'103 CHF | 100.00% | 100.00% |